The problem you're facing isn't related to Code::Blocks, it's related to the compiler it's using (MinGW by default), and it's because that function isn't standard and wasn't implemented in that compiler. I'mn't sure if Borland still provides conio.h, but you could try
this one for MinGW.
And please, any programming related question that has nothing to do with Code::Blocks, ask it in an appropriate forum (I don't really mind, but it helps keeping these forums "clean").