I have filed a bug report.
[ Bug #
12780 ]
The problem is in the win32 gui project wizard script.
[CB path]\share\CodeBlocks\templates\wizard\win32gui\wizard.script [line 60-66]
function OnGetNextPage_CompilerPage()
{
    if (GetCompilerFactory().CompilerInheritsFrom(Wizard.GetCompilerID(), _T("msvc*")))
        return _T("PsdkPath");
    else
        return _T("");
}
All CompilerPanel's m_PageName is "CompilerPage".
/src/plugins/scriptedwizard/wizpage.cpp [line 447-449]
WizCompilerPanel::WizCompilerPanel(const wxString& compilerID, const wxString& validCompilerIDs, wxWizard* parent, const wxBitmap& bitmap,
                                    bool allowCompilerChange, bool allowConfigChange)
    : WizPageBase(_T("CompilerPage"), parent, bitmap),
So "OnGetNextPage_CompilerPage" is called.
/src/plugins/scriptedwizard/wizpage.cpp [line 93-111]
wxWizardPage* WizPageBase::GetNext() const
{
    try
    {
        wxString sig = _T("OnGetNextPage_") + m_PageName;
        SqPlus::SquirrelFunction<wxString&> cb(cbU2C(sig));
        if (cb.func.IsNull())
            return wxWizardPageSimple::GetNext();
        wxString next = cb();
        if (next.IsEmpty())
            return 0;
        return s_PagesByName[next];
    }
    catch (SquirrelError& e)
    {
        Manager::Get()->GetScriptingManager()->DisplayErrors(&e);
    }
    return wxWizardPageSimple::GetNext();
}
So if you has create a win32 gui project, all other project wizard will finish at CompilerPage.(because OnGetNextPage_CompilerPage() return _T("")?)
I don't know how to solve this bug.