LispWorks for Macintosh is supplied with two images. One supports the Cocoa GUI, the other supports the GTK+ GUI (and can load the Motif GUI). You cannot build a Cocoa application using the GTK+ LispWorks image, and vice versa.
You should use the appropriate image to deliver your application.
For GTK+ and Motif applications delivered with LispWorks for Macintosh, the issues described in Delivery on Linux, FreeBSD, AIX, x86/x64 Solaris and Unix will be relevant.
LispWorks Delivery User Guide - 15 Feb 2015