i also used project mode but the output files are saved on home directory.
For example the program is:
program test
implicit none
open(unit=10,file='name.dat', status='replace', action='write')
write(10,*) 24
stop
end program test
The file name.dat is saved in home directory if use code blocks.
If lunch the program using the terminal with command ./test the file is saved in folder where there is the executable file