Is there a way to develop windows applications using cocoa and objective-c in general
Well, Cocoa is specific to Mac OSX. But you might have a look at Cocotron.
For Objective-C, you might want to have a look at GNUStep.
To be clear, Objective-C is to Cocoa as C# is to .NET, or even as the Java language is to the Java platform — it's the primary way of doing things. Objective-C can be used wherever the compiler supports it, but the Cocoa frameworks are really the most valuable part of the equation.
One should also note that (os OS X) Safari is a Cocoa app, but iTunes is not yet (it still uses the legacy Carbon APIs) so I'm not sure how it is on Windows. Apple has ported some significant parts of Cocoa to Windows DLL's to port Safari, but to my knowledge, that code is not available for public consumption. (One can imagine that Apple doesn't really want to make it easy to create robust apps for a competing OS, they have only published two key apps to further their own goals, like adoption of iPod/iTunes and the WebKit browser core.) Don't expect to see these Cococa-Windows libraries become widely available; if they do, it will be a surprise to many of us.
As @Gregory mentioned, GNUStep and Cocotron are plausible options to explore, but I'd suggest thinking long and hard about whether you really should do what you're asking. By and large, Microsoft's tools have much better support for Windows, you'll run into fewer undocumented limitations, and their native apps will tend to "feel right" to Windows users. I learned some time back that although I love Objective-C/Cocoa, if I ever had to write a Windows program, I would do it with the C#/.NET platform.