%APPDATA% doesn't give me enough info for where this garbage is. Searching for it has not turned it up with an exact file name.
On your Windows Desktop click Start->run and then enter "cmd.exe" and confirm with enter. This will open a terminal window with a command interpreter. There enter "echo %APPDATA%". This should print the application data directory path for the user that is currently logged in (you).
In this directory you should find the Code::Blocks configuration files mentioned by Jens. Please be aware that the application data folder is a hidden directory normally NOT displayed by the Windows Explorer.
For the problem to use different compilers / libraries to build an executable from one common set of source files I guess one way to accomplish it would be to setup one workspace "wsp_myprojects" with multiple projects each having one compiler selected like "prj_myproject_gcc", "prj_myproject_icc" and so on.
Then you could right click the project name i. e. "prj_myproject_icc" in the context menu select "Build options ...". In the resulting dialog box you select in the left column your project name again (to change release and debug build together) and select then the appropriate compiler for this project.
Then you will have multiple projects with different compiler configurations. Then import all the source files you need for the build in the different projects.
YMMV.
Disclaimer:
I've not tested it.
pirx67
PS.: Try first to compile your project with one of the installed compilers and get it running.
Some hints on this are here in the FAQ
http://wiki.codeblocks.org/index.php?title=FAQ#Q:_How_do_I_troubleshoot_an_compiler_problem.3F.