From Xcode6 and later .pch file is not created automatically. One has to create it manually.
Following are the steps to add/create a pch file in your xcode project:
Create a new file using: cmd+N
• select Other -> PCH File -> YourProject-Prefix.pch(or any other name of your choice).
• Now go to Project -> Build Settings -> and Search for: "Prefix Header".
• Under "Apple LLVM 7.0" you will find a Prefix Header key.
• Type the file path. e.g: "ProjectFolder/ProjectName-Prefix.pch".
• Now Clean and build your project.