You can't develop a Windows GUI with Xcode. I thought that was the whole point. 😉
You are going to have to learn how to use one of the OS X-specific GUI APIs, such as Cocoa or Carbon, or else one of the cross-platform GUIs such as Qt.
Here are some links to the Apple documentation on the subject:
http://developer.apple.com/carbon/
http://developer.apple.com/cocoa/
Cocoa apps will run ONLY under OS X, Carbon apps can also run on the earlier version of Apple's operating system Mac OS 9.
Trolltech has developed Qt:
http://www.trolltech.com/
Carbon and Qt are recommended for those developers who are deeply-committed to C++, but you can use C++ with Cocoa as well.
Another highly-praised cross-platform solution, of course, is Java.
Dan
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"Toto, I don't think we're in Kansas any more."
-- Dorothy, 'Wizard of Oz' by L. Frank Baum