Terminal to launch console programs: konsole -e
Do you have konsole installed on your system?
What is your native terminal emulation program?
How can I configure Code::Blocks to get all the output in a console within the Logs & Others section ?
You cannot. Code::Blocks doesn't do this, because it is a crossplatform program and integrating a terminal inside it on major OSes is a challenge.
If anyone is interested patches are welcome.
(but must work at least on windows and linux).
Must I install xterm for that ?
Only if you want to use xterm. Code::Blocks supports many terminals.