Directories and filenames. Everything is a file. Codeblocks seems to put all files into a single directory and offers logical folders, but these are gone as soon as I leave it. I do a lot in a terminal.
C::B doesn't put files anywhere (except for the project templates, but you're forced to use them). You're the one creating and storing files. The file manager plugin is something that allows browsing the file system.
A project is just an abstraction and only available inside the IDE. All I need is directories and filenames reflected inside the IDE as they are on disk. And yes, I need to build and my skills are not hat huge that I can afford to dismiss debugging :-)
A project is something which defines how a given thing would be built inside C::B.
If you don't have a project you cannot use most of the IDE features to build stuff.
Currently debugging also requires a project or it is pretty uncomfortable.
So can you be a bit more specific and less generic, so we can actually help you?