How do I create a Cocoa window programmatically?

Try

[window makeKeyAndOrderFront:self]; 

instead of

[window display];

Is that what you're aiming for?

The problem is that you don't want to call display, you want to call either makeKeyAndOrderFront or orderFront depending on whether or not you want the window to become the key window. You should also probably use NSBackingStoreBuffered.

This code will create your borderless, blue window at the bottom left of the screen:

NSRect frame = NSMakeRect(0, 0, 200, 200);
NSWindow* window  = [[[NSWindow alloc] initWithContentRect:frame
                    styleMask:NSBorderlessWindowMask
                    backing:NSBackingStoreBuffered
                    defer:NO] autorelease];
[window setBackgroundColor:[NSColor blueColor]];
[window makeKeyAndOrderFront:NSApp];

//Don't forget to assign window to a strong/retaining property!
//Under ARC, not doing so will cause it to disappear immediately;
//  without ARC, the window will be leaked.

You can make the sender for makeKeyAndOrderFront or orderFront whatever is appropriate for your situation.

A side note, if you want to programatically instantiate the application without a main nib, in the main.m file / you can instantiate the AppDelegate as below. Then in your apps Supporting Files / YourApp.plist Main nib base file / MainWindow.xib delete this entry. Then use Jason Coco's approach to attach the window in your AppDelegates init method.

#import "AppDelegate.h":

int main(int argc, char *argv[])
{

  NSAutoreleasePool * pool = [[NSAutoreleasePool alloc] init];
  [NSApplication sharedApplication];

  AppDelegate *appDelegate = [[AppDelegate alloc] init];
  [NSApp setDelegate:appDelegate];
  [NSApp run];
  [pool release];
  return 0;
}