Hello,
first of all I think you are a very brave person. It seems that you want to learn programming, that is designing, writing and compiling you very own programs.
I am not a programmer myself, just programming as a hobby. But I think that for what you aim to do and learn, you do not need a program like code::blocks at all.
First you should get some good book about programming and read it. Learn what really is writing code (I suppose the language you want to learn is the C++ programming language), then, what it means to compile and link a program. All this can be done using the console of either a microsoft or a linux operating system. Starting directly with an IDE like code::blocks could seem a bit overkill and even hampering.
And patience, a lot of patience. I started with this hobby about five years ago. I read and studied with the help of about 25 good books and a lot of help from contents on internet, either written or in forums.
I don't know your book, it seems it does not explain very well how to get started ... consider even using another book for starts or read your book, I mean really READ it.
So I'm assuming (from your book) that you want to learn writing in C++. For that you need a compiler for C++ like in the GCC (the gnu compiler collection), but any compiler available is fine as long as it is for C++ too. The book you have surely comes with a CD, look into it for a compiler. The compiler, like, "makes" the program by reading files which contain the code you write (look up that chapter in a book on how to compile and all the details) and generating the actual executable which is your program (it is a little more complicated than this though). These files can be written in any text editor, even microsoft word will do, although there are special editors which offer editing help specific for writing code. In the end, programs like code::blocks are just a nice surface to do all these things. That means, it is not code::blocks which is doing the work, but the editor it provides and the compiler and linker it uses. You really need an IDE like code::blocks for real projects, you don't need it to learn programming, it would be even a back draw in my opinion.
I don't want to disencourage you. Well, I don' even know why you want to learn programming, what age you are, what formation background you have or anything. Programming is fun. I learned a lot of things which even help me in my real job, which is quite alien to programming. So go ahead. But be patient. The first program I did was the famous "Hello, world!" which comes as example in almost every book, I wrote it on microsoft windows 98 with the default text editor, saving the files to a directory and compiling them with the console using a free compiler which came with a book and was from borland if I remember ...
I really wish this answer does help you in any way
regards
nausea