Just write a NSDocument-based app, as described in Apple's docs. BTW, Apple's docs are always worth visiting together with the various tutorials you can dig up with Google.
That said, the document architecture works best if your window is going to contain something that can be viewed as a document. If the Open...
(and maybe Save...
) menu items make sense for your data, then you'll likely be fine with the document architecture, otherwise you should be prepared to jump through a few hoops to tweak the architecture to your needs.