Ok, so I got a book (OpenGL Game Programming), and I tried to compile the first example (attached) on both dev-cpp and msvc, but here's what I got on both tries:
Linking...
Learn Opengl!.obj : error LNK2001: unresolved external symbol _gluPerspective@32
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__glLoadIdentity@0
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__glMatrixMode@4
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__glViewport@16
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__wglDeleteContext@4
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__wglMakeCurrent@8
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__wglCreateContext@4
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__glEnd@0
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__glVertex3f@12
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__glBegin@4
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__glColor3f@12
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__glRotatef@16
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__glTranslatef@12
Learn Opengl!.obj : error LNK2001: unresolved external symbol __imp__glClear@4
LIBCD.lib(crt0.obj) : error LNK2001: unresolved external symbol _main
Debug/Learn Opengl!.exe : fatal error LNK1120: 15 unresolved externals
Error executing link.exe.
Is there a library or something that I need to worry about like with allegro or what? What am I doing wrong?