In addition to importing <CoreData/CoreData.h>, there is a template which populates the application delegate implementation with the following methods:
-managedObjectContext
-managedObjectModel
-persistentStoreCoordinator
which initialize the applicaton's managedObjectContext, managedObjectModel and persistentStoreCoordinator members. (The application delegate header is populated with hints to these methods, the associated member variables and their property descriptions.)
The template also adds code to -applicationWillTerminate: which writes changes to the managedObjectContext.
The easiest way to figure out what to add (and, more importantly, why) is to go through the iPhone Core Data tutorial.