You must add the object to Interface Builder as well. Drag an NSObject (it might be called an Object in your version of Interface Builder) from the Library to the document window. In the identity inspector, change the NSObject's class to your class. Then you can make connections to your object.
If that answer doesn't solve your problem, you're going to need to learn the basics of Cocoa. Get a book or go through some online tutorials. CocoaDevCentral has a good series of tutorials, although they use an older version of Xcode.
http://www.cocoadevcentral.com
Go through the Learn Cocoa and Learn Cocoa 2 tutorials. If you hate the CocoaDevCentral tutorials, search Google and YouTube for cocoa tutorials. There are lots of tutorials online that teach the basics of Cocoa, like instantiating objects and making connections.