My guess is, that it is Code::Blocks that can not handle the cygqin-path to the file and therefore cannot open it.
I suggest using the MinGWgdb, turn on debuggers "Full (debug) log" (in "Settings -> Debugger -> Common") and try to fix the issue you get here.
And as usual:
post some more information on your system: Code::Blocks version, OS/version, Compiler/version and debugger/version.