You need 7-zip to unpack the archives I provided. If you extract both of them twice you will end up with a mingw folder and an allegro folder.
Copy the mingw folder to c:\ and leave the allegro folder where it is. To use the mingw compiler you need to set your PATH environment variable. You can do that through MyComputer->Right click->Properties->Advanced System Settings->Environment variables or you can do it like this :
Put this in a .bat script and run it whenever you need to use MinGW :
Either way, you need to add mingw\bin to your PATH.
After that create a new CodeBlocks project and add your files to it. Next you will need to configure your project. Go to Menu->Project->Build Options and select the main project on the upper left. Go to the Search Directories tab and select Compiler. Add a new entry that points to allegro/include. Go to the Linker search directory tab and add a new entry that points to allegro/lib. Next go to the linker settings tab and add the libraries that you will be using to your linker options or add them to link libraries.
After that you should be good to go.
Hope this helps. Sorry for the delayed response.