Im using opengl with gl.h and glu.h only and I found that it is not easy to use. And I found 2 interesting libs are auxliary and glut. But Im not sure that what should I choose to use or should I use just normal opengl32 libary? Sry for broken english.

If you want to use glaux to handle window and messages, you should include "gl.h","glu.h" and "glaux.h"and link static library "opengl32.lib","gl.lib" and "glaux.lib" to your project!
While if you wanner use glut instead, you can just include "glut.h"(no need to include gl.h and glu.h).
I suggest you use glut for its convenience and effectiveness!