Codeblocks by default only includes the editor, and does not come with a compiler. If you download the MinGW version, there may still be additional steps to take to install the GNU compiler:
Step 1: Save your work and close Codeblocks or any other editors/compilers you may have open.
Step 2: Press start, and go to all apps/app programs.
Step 3: Click “MinGW Installation Manager”
Step 4: When the application opens, select the “Basic Setup” tab.
Step 5: Click installation on the top left, then click “update catalogue”
Step 6: Make Sure mingw32-gcc-g++ is checked. Also check any additional packages that you may need.
Step 7: Click Installation, then click ‘Apply changes’
Step 8: Wait for the installation to finish. When it finishes, you can close the installation manager, and launch codeblocks. You may need to restart your computer.
Step 9: Try running a simple program to confirm that codeblocks and the MinGW compiler is set up properly.