I'm using the Dec 2002 Dev Tools, which I imagine you are.
It should be a "Cocoa application", one of the choices in the "Application" menu when you're starting a new project in PB.
As far as the "classes" tab in the MainMenu.nib file, click on the magnifying glass drop-down menu and click on NSObject.
Then, in the "Classes" menu at the top of your screen, select "Subclass NSObject". You can then name your new object as you want, select it, and then press shift-command-I (the show info command)
If you set the drop-down menu in the show info command to Attributes, you'll be able to enter and inspect Outlets and Actions from there.
Finally, once you've gotten that to work, click on the "Instances" tab again and you'll see two tiny icons at the top right of the window. The top one is icon view, and the bottom is a kind of list view that you can use to inspect outlets, actions, and connections.
Hope this helps!