the procedure described on this tutorial is really bad practice... Never copy files to your compiler include/lib directory...
it is more convenient to place sdl in a folder where all your libraries will be in the future... Let it in a speerate folder something like
MyFiles\programming\libraries\sdl
the start codeblocks, make a new project and select sdl as base (select sdl on the new project folder)
The wizard will ask you later the location of sdl. There enter the path where you have placed your sdl library...
PS. Search on youtube.. there are a lot video tutorials how to install codeblocks and sdl...
greetings