I just tested the compilation process and this is how I got it to compile:
1. Download the latest RakNet version and decompress it somewhere.
2. Open Code::Blocks.
3. In Code::Blocks: Project -> Import -> Dev-C++ Project
4. In the dialog go to the folder you decompressed RakNet in and open RakNet.dev
5. Select the compiler (I suppose it'll be GNU GCC Compiler)
6. OK
7. In Code::Blocks: Project -> Build options
8. Click the "Directories" label in the NoteBook
9. In the Compiler label (the one selected by default) you should see "C:\RakNet\include". Click that entry.
10. Click Edit.
11. Type "Include" (without the quotes).
12. OK in that dialog.
13. OK in the "Project's build options" dialog.
14. Click in the blue gear (Build).
15. Wait.
16. Celebrate.