Greetings,
check this location:
C:\Archivos de programa\Microsoft SDKs\Windows\v6.0A\Lib
In my case (visual c++ 2008 express - Windows XP SP2)
Then, as well as the functions you use in your code, you need to link some libraries. Add the location above to your compiler path lib search list: (codeblocks-menu->settings->compiler & debugger->search directories tab->linker.
Best regards.