You need a nightly build of Code::Blocks dated 24 July 2006 or later.
Go into Environment Settings.
Scroll down the icon list on the left side and select Help files.
Select Add which opens up a dialogue for entering the name of the Help. Type in Ogre SDK Help.
Select Ok and a file dialogue will open where you select the file OgreAPIReference.chm in the OgreSDK subdirectory /docs/api.
Select the checkbox that says This is the default Help file. Select Ok. Code::Blocks is now configured to use the Ogre SDK API help file when you press F1.
Left click on a word in your source that you want to lookup in the Ogre SDK Help. No need to highlight the word, just make sure the caret is somewhere in the word and then press F1. In this example we want to find out what AnimationState is.
A Topics Found Dialogue window will be displayed if there is more than one match found in the help. In this example the constructor and destructor are listed. Left double click the one you want and viola you can now readup on what the API has to say.
Code::Blocks has built in support for syntax highlighting of Material, Program, and Compositor scripts. You can also load glsl, hlsl, and Cg source and get syntax highlighting.