I don't know exactly how to do it in xcode (I have never used it). The libraries that you should use depends on what you want to do. I don't think any single library covers all functionality in the WinAPI.
windows.h is the (c++) header file for all functions in the Windows API. Because the API is the interface to the underlying Windows operating system it is of no use with an unmodified Mac.
You could probably write C++ programs using the windows.h files using xCode, but I doubt whether it would compile so it's not the way to go.
There are a few threads around this forum recently that covered suggestions on designing platform independent GUI's. - WxWidgets and others
Apple have Swift et al but that's platform specific to Apple 'stuff' eg, OSX, IOS and favous the use of Objective-C