I'm not an expert but this is what works for me:
to use OpenGL you need to #include <GL\GL.h> and <GL\GLU.h>
and also you need to link to OpenGL32.lib and glu32.lib (in visual studio 2012, Project > Properties > Configuration Properties > Linker > Input > Additional Dependencies )
GL and GLU are part of OpenGL (correct me if I'm wrong! ), GLUT is an external library so it's your choice if you want to use it. but if you use OpenGL you will need a library to set up your windows (so that you can use OpenGL to draw in them ) GLUT is an example of this.
the most useful book I came across is OpenGL Programming Guide.
PS. if you are a student you can use www.dreamspark.com to get Visual Studio for free
good luck ^^