You should have the path to the Cocos2d-x console already added to your system. You can test this by using the cocos command inside Terminal. In order to create a new project called HelloWorld, using C++ as its primary language and save it on your desktop, you need to run the following command, replacing YOUR_BUNDLE_INDETIFIER with a package name of your choice, and replacing PATH_TO_YOUR_PROJECT with the path to wherever you wish to save your project:

cocos new HelloWorld -p YOUR_BUNDLE_IDENTIFIER -l cpp -d PATH_TO_YOUR_PROJECT

As an example, in my machine this is the line I typed:

cocos new HelloWorld -p com.rengelbert.HelloWorld -l cpp -d /Users/rengelbert/Desktop/HelloWorld

And hit Enter. If you choose not to give a directory parameter (-d), the Cocos console will save the project inside the Cocos2d-x folder.

Now you can go to your desktop, or wherever you chose to save your project, and navigate to the folder proj.ios_mac inside the HelloWorld project. Inside that folder you'll find the Xcode project file. Once you open the project inside Xcode, you can click the Run button and you're done.