Thank you. So my total answer: We don't include only gobject/gobject.h, because glib-object.h is aggregator and it contains these all libraries to provide a creating of gobject-class. My steps:
1) Find where are the libs in glibs using:
pkg-config --cflags --libs gobject-2.0
So, I've got result (in your case it can be different):
-I/usr/include/glib-2.0 -I/usr/lib64/glib-2.0/include -lgobject-2.0 -lglib-2.0
2) Then in code::blocks Project->Build Options->Compiler Settings->Other Options
3) Copy this line (-I/usr/include/glib-2.0 -I/usr/lib64/glib-2.0/include) in text field
4) Copy to Project->Build Options->Linker Settings->Other Linker Options this line (-lgobject-2.0 -lglib-2.0)
5) Build
6) Hooray! It works, Thanks to everyone :)