The codeblocks package depends on the libcodeblocks0-package.
You install from commandline and not from a repo, so dpkg does not know where to find libcodeblocks0.
You should run
sudo dpkg-i codeblocks_1.0svn5006_i386.deb libcodeblocks0_1.0svn5006_i386.deb
And if you want to use some of the contrib-plugins and wxsmith you should also install the appropriate packages (codeblocks-contrib_1.0svn5006_i386.deb and libwxsmithlib0_1.0svn5006_i386.deb).
sudo dpkg-i codeblocks_1.0svn5006_i386.deb libcodeblocks0_1.0svn5006_i386.deb codeblocks-contrib_1.0svn5006_i386.deb libwxsmithlib0_1.0svn5006_i386.deb
should do the job.