As the error message shows: You are missing the avr gcc compiler (Codeblocks is not a compiler)
You can download avr gcc here:
http://blog.zakkemble.co.uk/avr-gcc-builds/Install it then open codeblocks. If you still get the error message:
Settings->Compiler->Global compiler settings->Selected compiler: GNU gcc Compiler for AVR->Toolchain executables
set the Compiler installation directory to bin folder of the installed compiler from the top. You can try to press "Auto detect". If you get a error, you have to fill the programs in the Program Files tab by yourself