Thanks to the comment from RRUZ (in combination with the FMX source like Giel suggested) I managed to get it working:
uses Macapi.AppKit, Macapi.CocoaTypes, Macapi.ObjectiveC;
...
var
Nw : NSWindow;
begin
Nw:= TNSWindow.Wrap(TNSWindow.alloc.initWithContentRect(
MakeNSRect(0,100,100, 100),
NSTitledWindowMask, NSBackingStoreBuffered, True));
Nw.orderFront( (TNSApplication.Wrap(TNSApplication.OCClass.sharedApplication) as ILocalObject).GetObjectID );
end;