Haven't read all this post, but I'm guessing you guys are going in a direction he doesn't want to go.
I assume there's a modern feature, or you just want to start with the newest version, in that case you need the development libraries for the newest OpenGL, not the newest version of OpenGL.
Is a library people wrote to allow you to access the newest features of OpenGL, up to 4.2?
It worries about the platform specific intricacies so you don't have to.
The newer your video card is, the higher version of OpenGL it will support. It's a safe bet if you're a beginner, you'll be covered for whatever feature youre going to try.
The development libraries that come with your compiler will to my knowledge, only support OpenGL up to version 1.2(?)
That is why you need a third party software to access more.