#include <gl\gl.h>
#include <gl\glu.h>
#include <gl\glaux.h>
This is an example, but where to get GL headers?
Answer
Windows
On Windows you need to include the gl.h header for OpenGL 1.1 support and link against OpenGL32.lib. Both are a part of the Windows SDK. In addition, you might want the following headers which you can get from http://www.opengl.org/registry .
<GL/glext.h>- OpenGL 1.2 and above compatibility profile and extension interfaces..<GL/glcorearb.h>- OpenGL core profile and ARB extension interfaces, as described in appendix G.2 of the OpenGL 4.3 Specification. Does not include interfaces found only in the compatibility profile.<GL/glxext.h>- GLX 1.3 and above API and GLX extension interfaces.<GL/wglext.h>- WGL extension interfaces.
Linux
On Linux you need to link against libGL.so, which is usually a symlink to libGL.so.1, which is yet a symlink to the actual library/driver which is a part of your graphics driver. For example, on my system the actual driver library is named libGL.so.256.53, which is the version number of the nvidia driver I use. You also need to include the gl.h header, which is usually a part of a Mesa or Xorg package. Again, you might need glext.h and glxext.h from http://www.opengl.org/registry . glxext.h holds GLX extensions, the equivalent to wglext.h on Windows.
If you want to use OpenGL 3.x or OpenGL 4.x functionality without the functionality which were moved into the GL_ARB_compatibility extension, use the new gl3.h header from the registry webpage. It replaces gl.h and also glext.h (as long as you only need core functionality).
Last but not the least, glaux.h is not a header associated with OpenGL. I assume you've read the awful NEHE tutorials and just went along with it. Glaux is a horribly outdated Win32 library (1996) for loading uncompressed bitmaps. Use something better, like libPNG, which also supports alpha channels.