XCode makes the OOP process really easy to start. With the application template, you can immediately build a useless working program that shows a window and does nothing. To that, you add your features and code to make it useful.
In your case, it might get tricky because the paradigm is kind of inside out. Procedurally, you might write a loop that includes a check at the end of the pass to see if the user wants to quit or whatever. In Cocoa, the main runloop is in the background from the programmer's perspective, so the code you write has to exit to allow for such checks or you will freeze the app's UI ("rainbow pizza") and the user will only be able to force-quit.
You could run your process in a separate thread, and that might be the best choice if it really has to run continuously, but if it can run periodically instead, if pauses of a hundred milliseconds or so are acceptable, you would probably be better off using a timer to run interval passes on the main thread.
OS X fully supports procedural style programming alongside Objective-C. If that is what you are comfortable with, you only need to learn enough OOP to make a GUI work, then graft your procedural code onto it. Both styles have their place, sometimes side-by-side in the same program.