BlueHazzard: Yes. the problem was, again, using a folder names with spaces or special characters.
using a normal folder name( no spaces or special characters), the double click works fine.
Miguel Gimenez did an update for, maybe, next CodeBlocks version.
Miguel Gimenez: correct me a different question: if we use the CodeBlocks last version, the link(when we execute the CodeBlocks, the 'Start here' tab) don't go to download page?(or do nothing)