The IPP library is independent of the IDE you choose to host your development tools. Obviously, if you are using Codeblocks on Windows you cannot use the Visual Studio project files included with some of the IPP samples. You will need to build your makefiles or build scripts to reference the appropriate directories and files in ways similar to using any other IDE or makefiles.
Additionally, the library is precompiled and provided in binary format, so the specific compiler/linker you use is also not the important, as long as you can generate code that will link to code that has been compiled for a standard C interface. Gcc is compatible with the Intel IPP library.
Shouldn't be a problem.