I´ve created an utility Application which is nearly complete, but now I´m on a point were I really have to persist Data.
Since XCode provides only Core Data Template
Create a new project in XCode, using the templates provided - find one that has a box to check for using Core Data for storage.
That gives you an xcdatamodel file, and some code/class variables in the application delegate that you can copy from that project into your current one.
I also highly recommend the Apple tutorial mentioned by nall.
If you do decide to just use SQLLite directly instead, strongly consider using FMDB, which simplifies SQL code. It's one file you add to a project.