Well, that's something I liked of Dev-C++, and believe me, I've made a lot of little tests, well 133 non-wxWidgets related tests, and it's really handy to be able to compile them and run them from the IDE.
Code::Blocks has showed to be pretty nice to use with projects, workspaces and different targets, but why not to give the simple functionality too? I'm pretty sure it'll be nice for newbies and, once again, handy.