if i'm not mistaken to run a program you only need the .dll files. the .lib and .h files are only used to build the executable. so if you send a program to someone, it would be a good idea to make it a folder which includes the .exe along with all the required .dll files.
OpenGL and its utility library (GLU) is by default installed on Windows so you only really need to include the .dll files for the external libraries you use
for example if you only use SDL with OpenGL, then just put SDL.dll in the folder where your executable is (and if you use visual studio also put it in the project directory you are working on). I hope this helps ^.^