I have used freeglut and GLEW in several Windows projects without any problem. They are actually a lot easier to install than most libraries in my experience. Some things to check:
1. Have you added the directories of GLEW and freeglut to your project?
2. Have you actually checked that those directories contain the libraries (and the include files) you are trying to link (and include)?
3. Have you included the directories containing the dynamic libraries to your PATH?