I'm not sure what your programming background is on Windows, but
http://gpwiki.org/ can help you with some issues, especially if like me, your mathematics education ended around long division rather then matrices and quaternions.
The most help Code::Blocks as a program provide, is by giving you a decent build system and code editing without tying you down to any specific vendors compiler, or having to get crazy with make tools. It should also present a fairly good debugging system, although I doubt it matches modern Visual Studios offering. As MortenMacFly pointed out, several projects supply project files and or wizards, that can simplify your dependency building woes. Code::Blocks can also help you with debugging your program, using the debuggers provided by GNU (for MiNGW) or Debugging Tools For Windows (for Microsoft Visual C++). By using Code::Blocks with a decent bit of brain power in your project settings, you can also make it easy for other developers to build your code; very handy if you hire help or gain contributors. That's something most projects shipping Visual C++ project files along side GNU ./configure scripts, often couldn't do to save their own foolish lives.
Beyond that, it beats the hell out of me why they would send you here, unless it's for something in the user manual or wiki.
If you're looking for useful things to research that can help, a few suggestions: choose OpenGL, DirectX, or some existing solution that abstracts those issues away. OpenGL and DirectX both have good documentation. SDL is fine for 2D, but don't expect it to do more then replace GLUT/DirectLegacyAPIxyz for 3D tasks. OGRE, CrystalSpace, Irrlicht, and Delta3D are worth a look for larger stuff. Depending on genre, some of the engines from Id Software (and variants) or 4D Rulers might be worth looking into, depending on your budget and licensing needs. Unreal Engine 3 will be a bad choice despite the improvements in cost, unless you're ready to use UnrealScript (very like Java) for most of the games programming, rather then C++. License, cost, and portability considerations were most strongly impact your decisions; but none of that, is really subject matter for Code::Blocks' forum.
For arts and graphics, I would suggest hiring someone or learning how to use tools such as Blender, Wings, and 3DS. I might be able to put you in touch with a decent modeler next I see him.