The program crash is caused because you don't have glut32.dll in your computer.
If the GLUT you downloaded didn't come with that DLL, try Googling for it, download it and place it either on the C:\Windows\System32 (C:\Windows\SysWow64 if your using 64-bit Windows) folder or the folder your program is in.
The console you get when using GLUT, is because the main() function in a C++ program creates a console window, which you have in your program. Normally when using the Windows API you use WinMain() instead of main(), and thus no console window is created, but i don't know if this works with GLUT.
Maybe there's some other way to disable the console window.
Then, SDL and GLUT are different things. GLUT is just a window manager, but SDL is much more (it can be used solo or with conjunction with OpenGL).
I haven't used SDL so i can't help you with that matter.