Newbie here. How is this possible? I guess that most of the libraries UIKit,.. are only available on MacOS and Unix. How can this run on Windows?

This is just Swift :) It does not include the UIKit or AppKit framework. Not yet at least. Let's hope that Apple open source them too.

But it does have things like NSArray, right?

There is an open source version of Foundation, so I don't see why not

Do you mean GNUStep?