I'm not really sure about what you want to do but, if you want to compile a program made from only one C/C++ source file with the GUI of codeblocks, you can with those simple steps:
_ open the concerned file in C::B
_ go to "Build" menu and then "Compile current file"
Your .exe will appear in the same directory as your source file, without the need of a project file. (I have used it yesterday with the last nightly build on linux, and I can see no reason it does not work with the official release on windows, but I can not test myself to be sure.)