I'm not sure I understand your problem. Do you mean that you
installed libGLU.a and the header files under /Developer/Platforms?
If so, then you shouldn't need to add anything to your project's
header and library search paths. If not, and you installed the files
as suggested [*], then Xcode should be able to find them.
Chris
[*]
http://groups.google.com/group/iphone-glu/msg/635d36d8ac713e3c