Does the Lightning to 3.5 mm Headphone Jack Adapter charge your phone and play music ?
SSP Bowl Dude
The one that comes with the phone doesn't. There are ones from third party manufacturers that will charge and provide headphone out.
Ask Apple, they are the rip-off merchants who needlessly introduced it. You can't use your headphones and charge the device at the same time. Great design..flaw.
Examine your chosen adapter carefully. Some do add the extra power connector for convenience, some, like the $9 one that used to come with the phone, don't.