You don't need to download anything actually, it comes with XCode.
Import the CoreAudio header where you need it with
#import <CoreAudio/CoreAudio.h>
Then head over to your targets build phases to section "Link Binary With Libraries".
There you need to add CoreAudio and you are done with it.
In case you are new to CoreAudio I can highly recommend the book "Learning Core Audio". It helped me a ton.