if codeblocks is setup to use the cygwin compiler then it should work.
if looking for a newer gtk to use try here
http://www.gtk.org/ they provide both linux and win32 packages.
gtk has a lot of dependencies though. from the top of my head you need glib atk pixman pango and several image libraries like png tiff jasper and a few more.
you might also need iconv. you can get these dependencies from the url above.
p.s the above libraries are not made for cygwin. you might need mingw.