Create a project. Choose File > New Project in Xcode.
You haven't said what version of Xcode you're using. In Xcode 3.2 after choosing File > New Project, select Application under Mac OS X on the left side of the New Project Assistant. To write a GUI program in Objective-C, pick Cocoa Application. To write a command-line Objective-C program, pick Command Line Tool and choose Foundation from the Type pop-up menu.
If you're using an older version of Xcode, choose a Foundation Tool project to write a command-line Objective-C program.
After creating a project, choose Build > Build and Run to compile your program and run it.