using windows would be better in terms of performance at least. I requires a lot mode coding but its not harder. Once you write the windowing code using windows it is usually easy to stick that in a class or something and use it over and over again. If you dont know the windows api that well then i would stick to glut.
If your professor said to use glx, you have to use linux-unix. glx is for the X-window system. “wgl” is what you should be looking at for windows. If in the end you need glx, try searching opengl.org for some of Mark Kilgard’s examples using X11 and glx.