MariaL4, Installing programs on your vm is done the same way as any Windows machine you just need to make sure you are doing the procedure from inside your VM. Open your vm, make sure you have internet access, go to the site with the program you wish to download , download then install.
You can create a Windows virtual machine using Parallels Desktop on your Mac then install CodeBlocks in it.
Although the installation procedure for Codeblocks was smooth, I am unable to save project files on to the Desktop or any other folder. Please let me know if there is some permission issue.