How does it compare to Window Maker?
GNUStep is an attempt at creating a Free/Libre NeXTStep-like environment, including all the apps.
Window Maker is a window manager.
GNUstep is a large set of libraries and foundation classes, and almost as a byproduct, they happen to implemented most of a desktop environment: a file manager and actual desktop, a dock, plain and rich text editors, a pretty good email client, a chat client, a terminal emulator, image viewer, etc. etc.
But like any other xNix desktop, it needs a window manager. KDE uses kwm, GNOME uses mutter, Xfce uses xfwm, LXDE uses OpenBox, etc. GNUstep can use whatever you want, but Window Maker is the recommended choice because it matches the look-and-feel nicely.