Are you sure that header files are copy to the GL directory? The way to test it shown as below.
If using Visual C++
Try to right click your mouse on that <GL/gl.h> and select open document<GL/gl.h>. The files are in that directory if the gl.h file is opened.
These are notes from the book, you need to actually “Initialize a window” and “Update and check for events” in the window.
Loop at page 24, I"m guessing your using the RedBook, Example 1-3. Here they are using GLUT (dont forget to include this) to create a window and update it.
Creation = inside main()
glutInitWindowSize() //init window
glutWindowPosition() //position window
and finally
glutCreateWindow() //create the window
Don’t take this the wrong way, but if you are getting confused by pseudo-code, it probably means you should get a decent grasp of C++ before trying to jump into OpenGL. Trying to jump right into OpenGL is like learning to read by trying to read War & Peace as your first book.