Start XCode and create a new Storyboard file. I closed all my other XCode projects. When you choose the location of the created file, it should be your RubyMotion project's resources directory. Add a UIViewController, and set it's identifier property to "Start". Add some UI elements so you can see it working.
When you run rake in your RubyMotion project, it will compile the .storyboard file. You could auto-load the Storyboard using a plist configuration, but you'll see code can do it too.