C::B IS NOT A COMPILER
c::b IS A IDE
with c::b you write the code, it is basically a text editor with a lot additional features. The compiler is your choice: this depends from operating system and needed functionality.
So: principally you can write code for anything in c::b. But if it is supported from the compiler beneath, this c::b don't know and also doesn't care.
Since you are not posting your compiler, os version, i'm not able to help you future.
I can tell you to read about compilers, and look how your compiler implements pthread. Then you will find out what compiler switch you will need, and then you can ask here how to add this switch in c::b or even better you can read it in the wiki:
http://wiki.codeblocks.org/index.php?title=FAQif you encounter some compiling/linking errors read and follow this instruction:
http://wiki.codeblocks.org/index.php?title=FAQ-Compiling_%28errors%29#Q:_How_do_I_troubleshoot_a_compiler_problem.3Fgreetings