Hi , welcome to Code Blocks and to C++ again

I have been using Code Blocks to learn C++ as well, and I can only give compliments !
Yes, everytime you want to create a new program, you need to create a new project. You can also add source files to your project to expand your program of course, but it will still be one program.
I think I know what you have in mind, because I had a similar question when I started learning C++ on Code Blocks. I solved it by creating one project ( with 1 main.cpp of course ). This main.cpp was an entry point to a console application, where I selected many programs with using switch-case statement. So... The console gave me a list of topics ( say, 1. variables 2. arithmetic operations 3. flow control 4. pointers etc... ). Then I chose the topic I wanted to study / edit by pressing the corresponding number, and that sub-program was actually its own .cpp file with a function in it ( variables.cpp, pointers.cpp etc... ). I hope that gives you some idea of what you can do
