Have you installed a compiler?
Does some yellow popup appears when you start codeblocks?
Have you disabled your anti virus?
is the generated in your documents?
Do you have wirte/read access in the folder you specify for the project?
Do you create a project?
Give the exact steps you do, every single klick. Explain exactly what you are doing, what you want to happen, what is happening and what error or info messages appear....
Your description is not enough...