I have just installed Xcode 4 and I am trying to create projects that use core data. However, the checkbox to use core data is not available in any of the project templates
Did you try creating a new project using one of the main templates like "Cocoa Application"? If you're used to one of the preview releases of Xcode 4, note the options are no longer on the main template sheet but rather show up on a second sheet after choosing a template.
As the most upvoted answer of Lindemann says, CoreData is not available for all the project templates. If you wonder why is that, then here is Apple's reason for that.
Important: Not all templates offer a Core Data option. Core Data is an advanced technology that is not required for creating simple applications.
https://developer.apple.com/library/ios/documentation/DataManagement/Devpedia-CoreData/coreDataOverview.html
The "Use Core Data" checkbox appears only when you choose certain kinds of templates, like the Empty Application iOS template...
Try the different templates to see exactly for which one Core Data is available...
You can change manually template to add coredata checkbox.