There are multiple straightforward ways to see that $\mathbb{F}_p[[X]]$ and $\mathbb{Z}_p$ are not isomorphic; eg. one has characteristic $p$, the other has characteristic $0$. In fact, we can use the characteristic to find a concrete problem with your "isomorphism" $\phi$: In $\mathbb{F}_p[[X]]$ we have
$$\underbrace{1+\dots+1}_{p\text{ 1's in }\mathbb{F}_p[[X]]} = 0,$$
and so
$$\phi\left(\underbrace{1+\dots+1}_{p\text{ 1's in }\mathbb{F}_p[[X]]}\right) = \phi(0) = 0,$$
but
$$\underbrace{\phi(1)+\dots+\phi(1)}_{p\text{ copies of }\phi(1)} = \underbrace{1+\dots+1}_{p\text{ 1's in }\mathbb{Z}_p}=p \neq 0.$$