In GCC you specify additional include libraries on the command line like:
gcc example.o -lglutThe -l flag is used for additional libraries followed immediately by the library name, but how this is done comes down more to the tool you are using to compile and link with then anything else.
MSBuild for example has an option in it's project file that specifies which additional libraries should be used when linking, so do most other build tools. Google your build tools name and linking with additional libraries and you should find enough information on the web to get you started.