Class Wizard plugin
ClassWizard provides an easy way to create a new C++ class file pair.
To launch the Class Wizard, click File->New->Class...; it will bring up a window with a multitude of options. The fields should all be self-explanatory; the first field: Class name: is required. It is also a good idea to check the destination of the header file (± the implementation source file if it is being created).
Upon creation, if there is an active project, Code::Blocks will display a prompt, querying if the file(s) should be added to it.