This is how you setup Bloodshed DevC++ v. 4 to work with OpenGL:
The easy way (with startcode generated):
In the dialog that appears go to the tab named Graphics and select the OpenGL template. You are good to go. But if you want to use functions in the glu.h header you need to perform the following:
In the textbox where it says (or should say if you did it correct) -lopengl32 add this: -lglu32
Just remember to seperate the 2 with a space.
The hard way (no code generated):
Select empty project.
Make sure the checkbox where it says "Do not create a console" is checked, if not check it.
In the textbox where it says "Further object files or linker options" add "-lopengl32 -lglu32" (without the quotationmarks).
You are now good to go.