I am a novice but making progress.
I use the dev_cpp IDE simply because it worked straight away.
I typed the Robot code and the g++ compiler give me numerous preprocessor directive errors. I downloaded glaux.h from a website and I got the same error messages.
Any help would be greatly appreciated
Life, Health, Prosperity
You can't just download a single .h file and hope it will work.
You need a whole set of files.
In dev-c++, there is a menu option called devpak (IIRC), which allows you to download interesting additional libraries. You need to grab the glaux one.
When you've got it, you might find you have a new project type when you do new->project. If you do have "new glaux project", then choosing that and then copying in your code will save some fiddly work.
Or a direct link if you want to explore yourself.
OpenGL category in devpaks repository
TBH, you should get Code::Blocks as this is the more up to date (and maintained) work-alike successor project to dev-c++ (which is now unmaintained).