Xcode Configuration

Configuring Xcode for the Nike SDK is a three step process. You'll need to link the framework, copy the SDK bundle, and configure the Info.plist

Link Binary With Libraries

Add the Framework to the "Link Binary with Libraries" build phase.

Copy Bundle Resources

Inside the Framework, there is a bundle that needs to be copied into your project, and then into the application during the "Copy Bundle Resources" phase of the build. The first step is to reveal the framework in Finder.
Next, copy the bundle into the project, add it to the "Copy Bundle Resources" phase.
Here's the view inside Finder. Note that the framework is simply a directory. See the "OS X Bundle Programming Guide" for more information.

Configure Info.plist

Next step is configuring the application Info.plist with the applicationId, clientId, and redirect URL scheme. The clientId and appId are provided to you by Nike, and the login URL scheme is the scheme of your choice, followed by the clientId in the format scheme-clientId. The combination of the scheme and the client ID prevent multiple apps from having colliding schemes. 
Register the URL scheme with the OS.