this are quite mixed applications with python, from your posting i think this is quite over your head, and i don't think anyone has the time, to give you a step by step instruction.
The documentation of all this is really poor, or non existent. This does not help either...
The easiest way is to create a project and add the files:
Simply create a console project , delete the main.cpp and add the c and h files with Project->Add files
Let me know if C and C++ compilers coming with CodeBlocks are fit to compile the above code from GitHub,
if not, should I use MS Visual Studio and MS C C++ compilers ?
No idea... you have to look trought the code and look if there are some msw specific compiler options. You can try the import plugin of Codeblocks: File->Import project->MS Visual studio project file
If source code is not renamed to main.c
default main.c code gets compiled - Hello World every time.
well in main.c is the main function... You have to add the source files to the project to let codeblocks know what you want to compile