I got it. The setup of an iOS project in Core Data Editor is not obvious. I promise to make it easier is one of the next releases of Core Data Editor. But until the improvements are released I don't want to leave you alone. This is why I made a short video tutorial that shows how to create an iOS project in Core Data Editor. So here it is:
I will release more video tutorials of this kind so if you want to know something particular let me know.