From Xcode 4 and above versions, it’s “Window” -> “Welcome to Xcode (⇧⌘1)”.
On the older Xcode 3, it’s “Help” -> “Welcome to Xcode”.
If you want to see the window every time Xcode starts, please tick “Show this window when Xcode launches”:
Beware that you need to hover over this window to see this checkbox.