Normally you'd have to include KL2.c (the sourcefile) in your project and let codeblocks handle the dependency stuff.
But right now, you don't have the source code, so the only solution is to make a library out of KL2 (call it KL2.LIB). And include KL2.LIB in your project's linker libraries. (See why it's better to keep the sources? ;-) )
Oh, now that I remember, I recall there's a C decompiler out there in the web. You'd get a nasty, ugly C file, but hey, at least you could recompile it! ;-)