How to play music from my iPhone through my cars DVD player?

2005 Ford Expedition, there's no aux port in the stereo.

Not possible through DVD. Look up something on Youtube such as "How to install AUX cord in 2005 ford expedition". You'll probably have to take apart a small part of the DVD player and stuff to install an aftermarket Aux cable and such.

Not through the DVD player. Use an aftermarket aux adapter, FM transmitter, or FM modulator. I favor the modulator. There's a chance your unit may have inputs on the back of it for whatever. You need to have a tech take it out and look.