I tried creating a new project in XCode, but the Cocos2DX template was not there (just the standard templates, iOS and MacOS applications).
EDIT: I fixed the templates. The problem was the permissions for the templates folder. My mistake was I unpacked cocos2dx zip in Windows, then copied the unpacked folder to MacOS - however the permissions were wrong. So XCode (or Finder) couldn’t open the templates folder.
I deleted the templates folder in /Library/Application Support/Developer/Shared/Xcode, copied the zip file to MacOS and then unpacked it there and now it shows up in XCode.
Alternatively, I guess I could just chmod the templates folder… but I prefered the “clean” way.