Xcode, Instruments, and Dashcode were all available as part of the development library of Mac OS X before the iPhone came along. Many of these programs are expanded and revised for use on the iPhone:
Xcode is the core of the SDK's integrated development environment (IDE). It's where you'll set up projects, write code in a text editor, compile code, and generally manage your applications. It supports code written in Objective-C and can also parse C++ code.
Interface Builder is a tool that lets you put together the graphical elements of your program, including windows and menus, via a quick, reliable method. It's tightly integrated with Xcode, and you'll usually be using it, even when you don't call up the program.
iPhone Simulator allows you to view an iPhone screen on your desktop. You've already seen that it's a great help for debugging web pages. It's an even bigger help when you're working on native apps, because you don't have to get your code signed by Apple to test it out here.
iPad Simulator simulates an iPad running on your desktop. Similar to the iPhone Simulator, it attempts to emulate the device as much as possible. The Simulator is useful for rapid debugging, but you should always test on a physical device before submitting an application to Apple.
Instruments is a program that allows you to dynamically debug, profile, and trace your program. Whereas we had to point you to a slew of browsers, add-ons, and remote websites to do this sort of work for web apps, for your native apps that's all incorporated into this one package.
Dashcode is used when developing for the web; you won't use it with the iPhone SDK.
In addition to the visible tools that you've downloaded into /Developer, you've also downloaded the entire set of iPhone OS frameworks: a huge collection of header files and source code - all written in Objective-C - that will greatly simplify your programming experience.
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1. CUPS stands for the Common UNIX Printing System
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