I uninstalled all the mess of libraries I installed and I reinstalled Codeblocks, then I reinstalled the library in Musu’s post.
In codeblocks I went to Settings>Compiler Settings and there in the “Search directories” tab, under the Compiler tab I added the following directories:
C:\GnuWin32\include
C:\GnuWin32\share\gettext\intl
C:\MinGW\include (I downloaded MinGW and all the up to date libraries, just to be sure)
Under the “Linker” tab instead I added:
C:\MinGW\lib
C:\GnuWin32\lib
I pressed OK and opened the Cataclysm project (double click on CataclysmWin.cbp).
Then I right clicked on the left menu (the project menu) and selected “remove files…”, removed all files, then added them again, following step 6 of Musu’s guide;
right clicked on the project again, and selected “Build options…”, went to “linker settings” tab and added “…\GnuWin32\lib\libintl.lib”.
Then I clicked “build” and the thing worked.