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Assuming that you have installed the developer tools, you will find Xcode in /Developer/Applications/. Drag the application to the dock at the bottom of your screen; you will be using it a lot. Launch Xcode.
As mentioned earlier, Xcode will keep track of all the resources that go into your application. All these resources will be kept in a directory called the project directory. The first step in developing a new application is to create a new project directory with the default skeleton of an application.