Look here:
http://forums.codeblocks.org/index.php/topic,559.0.htmlThe actual download location is
http://gda.utp.edu.co/~ceniza/CodeBlocks/.
The "officially released" versions (well, Ceniza's builds are practically official, too
) are a bit outdated and require you to have a project to be able to compile something.
It somehow makes sense, too, because you would usually want to have more than one source file and save compiler settings, etc.
However, for those who really just need to compile one demo source quickly, that feature has been added to the upcoming "official" releases. For now, use Ceniza's build, or compile Code::Blocks from CVS.