1) Codeblocks is not a compiler, nor a library
2) C++ does not have any standard for windows/dialogues ecc.., so you have to choose a 3th party library:
a) You can use wxWidgets
b) You can use QT
c) You can use one of the hundred other libraries out there. Codeblocks is a flexible IDE, and does not bother to work with any of the libraries
3) If you want to use wxSmith as RAD tool (provided with codeblocks) you have to use wxWidgets
4) If you use QT it is a bit difficult to integrate with codeblocks, but it is possible