This following information is taken from the following answer by mipadi written a few years ago. It is still relevant now:
"Xcode is written in Objective-C
and takes advantage of a number of
OS X frameworks, so porting it to Windows would require porting all
the frameworks on which Xcode relies..
Also, Xcode also uses a number of programming tools that would have to
be ported to Windows as well (although some of them already are).
There are multiple reasons why X-Code isn't readily available on
Windows:
Most development of Objective-C frameworks takes place on OS X, and
a lot of the frameworks aren't open-source and thus can't be ported
to Windows (they'd have to be rewritten).
There are some open-source frameworks that could be used on Windows
-- for example, OS X's AppKit and Foundation frameworks are (mostly) available as part of the GNUstep project -- but these
frameworks
aren't widely used or supported on Windows, and sometimes lack
capabilities found in their OS X counterparts."
It is also possible to use xCode on Windows via. a Virtual Machine; however, the result will not be what you want. It will be slow, and as you won't have access to many of the important frameworks, iOS development will be out of the question.
If you just want to program Objective-C on Windows as a means of learning the language, I advise downloading Codeblocks - see this documentation in regard to configuring the Objective C Compiler on it.