Is it true that iPhones can’t be affected by Trojan malware?

Unless you're phone is jailbroken, only the only software you can install on it is via the App Store and Apple updates. That's significant protection. If, on the other hand, the device is jailbroken, well then all bets are off.

A Trojan can only infect if it has root access to the operating system. By default, iOS and iPadOS do not allow any third party apps access to the operating system. So as mentioned, as long as you don’t compromise the “sand boxed” design of iOS or iPadOS by jailbreaking your device, no Trojan can install itself and hijack the operating system to do whatever it is designed to do.