https://github.com/FacialTurd/The-Powder-Toy/zipball/master as referenced on the "codeblocks" section of the wiki is missing the file pthread.h as I found out the hard way when I tried compiling TPT with codeblocks just now. Who knows what else it is missing! Please TPT developers send me a KNOWN TO BE COMPLETE copy of the source code for TPT.
pthread was supposed to have come with MinGW... ...either way, I've updated the required libraries zip file to include it. Try downloading that, and follow the wiki again. (a few of the build options changed, too)