cocos2d-x still ships with their own fork of the spine-cocos2dx runtime. Please remove that first as per the docs at spine-runtimes/spine-cocos2dx at 3.6

If that doesn't resolve the issue, maybe you can post your project here or send it to us via email (contact@esotericsoftware.com).

I've tried to download the project, but the website doesn't let me. From what I can see in your screenshot, you've only added the header include files. You'll also need to add the spine-c and spine-cocos2dx .c and .cpp files to your Xcode project so that they get compiled. Check out the example project in the Spine runtimes repository to see how that is setup.