GCC is a C compiler, you may be looking for a C++ compiler, G++. They all are packaged in one I reckon.
Code Blocks isn't a Compiler, it's an IDE, along with Visual C++. I don't think Code Blocks comes with a compiler, I think you have to download MinGW separately. VC++ comes with a compiler.
It honestly doesn't really matter, it's really what IDE you prefer to use.
It does. It comes with GCC compiler, if you download proper version of it from their site. However, you may want to set some more recent compiler. If so, then you can look for one(it doesn't matter that much, really), and set it up.
And answering your question: if you wrote some code in C::B, and compiled it, then you probably are using GCC. You can check what compiler you are using in settings(look for Compiler option).
Assuming he's downloading the prebuilt binaries, it actually does matter. As the lib built with gcc will not work with programs built with VS and vice versa.
Though if he's building SFML from the source, then you're right, it doesn't matter.