Just getting started with OpenFrameworks 007 in Xcode 4.2.1 and when I clicked the little play button to run some of the example apps, it would give me a "build succeeded" but wouldn't run the app. It took me a while to figure out why some projects worked and others didn't.
The problem was no application was defined in the build scheme so there was nothing to run. In fact, if you go to the Product menu the entry for Run was disabled.
Another symptom is that the .app file appears in red in the left sidebar since the link is broken and the file doesn't exist.
I just got setup with OpenFrameworks which is sort of the C++ version of the popular Processing engine. OpenFrameworks launched fairly recently so I had a few kinks getting up and running. Hopefully this helps.
I'm using Code::Blocks as my editor, and OpenFrameworks prerelease v0.06 on Windows XP. At the end of the tutorial you'll have compiled and run an OpenFrameworks application that does nothing. Fortunately, it doesn't die spewing errors either. (-;