Building a C++ Visual Studio project in another IDE: fatal error afxwin.h

Question

I downloaded this project's files which is written in visual studio and I am trying to make it compile in Code Blocks. The issue I am having, is with the StdAfx.h/.c files, which if I understand this correctly, are used for Visual studio.

So the error is:

fatal error: afxwin.h: No such file or directory

I get this error inside AtdAfx.h file, because it tried to include it:

#include <afxwin.h>         // MFC core and standard components

If I try to delete the AtdAfx.h, my other project's files give me errors, since evey one of them uses the AtdAfx.h.

Side note:

This is the exact error I have Fatal error c1083 "afxwin.h" but he/she uses Visual studio, I use Code::Blocks.