WxWidgets headers have not been found. Several posibilitiies:
(1) You do not have wxWidgets headers at all. With wxWidgets 2.8.12, check whether you have a folder /usr/include/wx-2.8 and whether it contains a "wx" folder with bags of headers. If you do not find the folder then install wxWidgets development files.
(2) You have not created a wxWidgets project. If you haven't then you need to add `wx-config --cxxflags` to "other compiler options" and `wx-config --libs` to "linker options". Or create an empty wxWidgets project and add your source files to it.
Be sure that Code Blocks works with wxWidgets perfectly
If you meet problems then Code Blocks isn't guilty.