In the field of Double Beta Decay (DBD) searches the possibility to have high resolution detectors in which background can be discriminated is very appealing. This very interesting possibility can be largely fulfilled in the case of a scintillating bolometer containing a Double Beta Decay emitter whose transition energy exceeds the one of the natural gamma line of 208Tl. We present the latest results obtained in the development of such a kind of scintillating bolometer. For the first time an array of five CdWO4 (116Cd has a Double Beta Decay transition energy of 2805 keV) crystals is tested. The array consists of a plane of four 3x3x3 cm3 crystals and a second plane consisting of a single 3x3x6 cm3 crystal. This setup is mounted in hall C of the National Laboratory of Gran Sasso inside a lead shielding in order to reduce as far as possible the environmental background. The aim of this test is to demonstrate the technical feasibility of this technique through an array of detectors and perform a long background measurement in the best conditions in order to prove the achievable background in the Zero neutrino-DBD region.