When starting a new project you have the ability to  select a template of premade projects. Two examples of this are
    1. Navigation Based Application
    2. View Based application

When these templates are selected xCode will create the appropriate base controller for you in interface builder, such as "Navigation Controller" or a "View Controller" it will also create the appropriate classes for you with some of the most commonly used delegate and datasource methods along with the appropriate methods to override.

With a new project and selecting Window-based application, you are simply creating a blank slate in which you have to create nearly everything. It's rarely advantageous to use this unless, you are creating something outside the templates offered or you are learning how all the pieces fit together.