Do you mean that you've installed one of my binary packages, or that you downloaded the sources and built them yourself? Either way, your question is not particularly related to Code::Blocks, unless you're wondering how to use it with Code::Blocks (the answer being the same way that you use the official MinGW distribution).
Since the TDM GCC binaries are experimental, I provide little support for them -- one should be at least marginally familiar with the use of the official MinGW gcc packages in order to use my replacement packages. As far as building GCC yourself from sources, I provide no support.
One final note: although a cross compiler is generated as a part of the build process I currently use (a "crossed-native" approach), it isn't the end goal.