Code Blocks wouldn't built anything

[infinity]

I've downloaded Code::Blocks, but I've got a little problem. Even as simple code as this wouldn't be built and so I can't run anything. When I try to build something it does nothing, doesn't show a message or whatever. What should I do?

Just an example of what I've been trying to run..

#include <iostream>
using namespace std;
int main () {
    cout<<"hay";
    return 0;
}

[MortenMacFly]

What should I do?

1.) Search before you ask
2.) Install and setup a compiler. C::B comes with two setups: One with and one without a compiler.