I found that creating a C++ project for Windows generates errors in the Linux project and conversely: the environment path is wrongly setted.
To fix the first one, open the .cpb CodeBlock project file in the Projects/Linux folder and look for
name="LeadwerksPath"
in the XML and change it to
value='"$(HOME)/.local/share/Steam/SteamApps/common/Leadwerks"'