This might not help any, but YellowBox is kind of like Cygwin: It's a few (that might be an understatement) DLL's that provide the API for calling NSString this and NSArray that and compile/run, essentially, Cocoa apps on Windows.
Again, a similar, though less accurate, analogy would be that the Yellow Box DLL's give you a Cocoa version of a Java Virtual Machine on Windows.
For instance, I can run Project Builder, Mail, FileMerge, Preview, and others on Windows. Depending on what I'm messing with, I can even mess with my development projects on Mac and Windows, and just CVS updates back and forth.
-Rob