Ah sorry, I had not seen you use SFML 1.6
With XCode 4, template files are now in a .xctemplate repertory.
I don't really know how it works, but it seems that the main source code is placed directly in the .plist (see the SFML 2 Template).
However, you can make a new Command Line Project and add the SFML frameworks to it, until an "official" (and temporary) template to be released