eb, Morten isn't wrong. There are many people around which are able to run CodeBlocks and gcc (that means mingw) from windows but I've never heard that they would use some "Microsoft tools" for it. The common experience is that all such "tools" are trying to convince you that the only right decision is abandoning everything that does not originate in Redmont. Among others, the compiler in "SFU" is awfully outdated (the current version of GCC is 4.6), the libraries seems to be outdated as well.
IMO, you'd better delete the "SFU" (I have checked the link posted by Morten) from your disk and take a "standard way" of installing CodeBlocks on windows. Well, I do not have even a single byte of windows on my computer so that I cannot do recomendations, but other people should be able. Therefore, if there are windows users around, please post your experience.
(1) How to install a compiler.
(2) How to install CodeBlocks.
(3) How to make all this work.
If your primary goal is emulating Linux on windows then do not use "SFU" again. Install VirtualBox instead and install your favorite flavor or Linux in it. You will solve no problems most likely.