You should definitively forget cross compiling
IYou probably have to create a second project file for your program on linux, but i am not sure. The steps that should work:
1) Create a VM with your preferred linux
2) Install gcc and binutils on this vm
3) Install codeblocks on this vm (from the official repo, or download from the main codeblock site
4) Test you installation by creating a hello world example and compile it
5) Copy your project folder from windows to linux
6) You can try to open the project file and compile it. If it works ok, if not:
7) Create a new project file in the same folder:
7.1) New->Project->Empty project in the same folder of your windows project, but with a different name (like append unix)
7.2) Add your source files by Project->Add files or Project->Add files conclusively
7.3) Make the propitiate project settings
Compile and have fun