It's set up in "Settings -> Comiler and debugger... -> Global compiler settings -> [the_compiler_you_use] -> Toolchain executables".
But be aware:
if you use gcc for linking, you might not be able to link c++-apps.
The better way is to install g++ also (it's in a seperate package).
Otherwise, you might run into trouble, if you decide to develop c++ apps in the future and have changed the linker-executable to gcc.