SGDK CodeBlocks Setup issues

[hotrodx]

This is most likely a backslash/forwardslash issue in the environment.

For GDK, it's forward slash. For GDK_WIN, it's backslash.

So in your case:
GDK=C:/games/Sega_Genesis/Dev/SGDK-master
GDK_WIN=C:\games\Sega_Genesis\Dev\SGDK-master

Go to the command line, and enter SET to check your current values.