I think you need to be more specific about the problem, Adrielle. What files are you copying and trying to run? What operating system are you using? What sort of application is this? What programming language and compiler are you using? Have you tried running the program from a shell window (dos prompt on windows) so you can see if there are any error messages?
At a minimum, a codeblocks project has a project file (.cbp) and some source files (.cpp/.h). The project file contains the info that codeblocks needs to create the application binary (a .exe file on windows) from the sources. Once created, you should be able to copy and run that binary on any compatible system (i.e. if you compile on a windows machine using a standard windows compiler, the binary can be run on any other windows machine). If your project depends on external libraries (say a graphical toolkit like wxWidgets) then you will need to make sure the destination machine also has those libraries installed.