If you are talking about running a Windows Phone version then that is the Simulator
If you are talking about a Win32 version then that’s not a simulator, that’s the application itself.
The Win32 version is designed to just run as a windowed app. Its not simulating anything, just running.
If you are using cocos2dx on the Mac then why not use xCode and the iOS simulator?
I find Visual Studio to be the best (I am a .NET dev anyway) then xCode (I find it very quirky) then eclipse (cant get the NDK debugging to work).