Open Windows Explorer
Navigate to a folder containing a cbp file and select it
Right-click and select 'Properties'
In the 'Properties' dialog box, click the 'Open With' button, browse to CodeBlocks installation folder, select the codeblocks.exe file, and confirm.
Now, Windows should associate the cbp files with the CodeBlocks program, and clicking on these files should launch CodeBlocks and automatically open the project.