Is it as simple as plugging the 3.5mm audio out on the synth into one of the aux in on the amp? What kind of cord would I need for that?
Yes, you can take the headphone-out of the pocket synth and send it to the aux in on your fender amp. You will need a stereo (Tip Ring Sleeve or TRS) 3.5mm plug to a dual RCA cable. (google shopping link). You need the dual cable because from the headphone jack you are sending left and right channels.
You will not be able to use the amp's distortion though. The aux-in is designed for playback of things like backing tracks, play-along or intermission music, and doesn't (usually) go through the amp's distortion section. The RCA connection is used with home stereo systems, CD players and other sound sources.
I couldn't tell if the pocket synth has a mono out, from the pictures it looks like a headphone out only. If it does have a mono out, then you could send that to the guitar input and use the distortion that way, otherwise you would have to blend the headphone signal to a mono signal in some way to get all the sound from the headphone out.