Ok, there seems to be a bug in the UI of codeblocks. If i switch the dictionary the encoding at the bottom is displayed as UTF-8, instead of the real file encoding.
I tested your project again and all files seem to have the encoding windows-1251 (or ISO 8859-5):
file Function.cpp 
Function.cpp: C source, ISO-8859 text, with CRLF line terminators
So ignore my previous statement about utf-8.
And codeblocks works correctly with the file on windows. I modified the 
to
to introduce an error and it seems to be detected (see attachment).
So this seems to be an windows only bug. I try to find some time to reproduce this tomorrow on windows...
And the last test: C++ code and dictionary in UTF-8 encodings. The CB-11562 -  full crashes.
Can you give some more error messages? Some codeblocks.rpt file or some steps to reproduce?
Where can i download russian dictionarys in utf-8 encoding? 
I will try to reproduce this tomorrow
[edit:] I tested now with utf-8 encoding and everything seems to work fine also in this encoding... 
file Function.cpp 
Function.cpp: C source, UTF-8 Unicode text, with CRLF line terminators