OpenGL is just a graphics API.
GLUT is a window manager for OpenGL. It simplifies the process of creating an OpenGL window (or more than one), and is also portable (platform independent). However it is quite old, and you should only use for learning, since it makes it easier to get to the part of drawing things on screen.
An alternative to GLUT is FreeGLUT, which i think is very similar, but more recent.
SDL provides more than just a window manager, it provides audio playback, input, font rendering, etc. I don't really use it, but i think it's quite nice if you are just starting.
There are others, like SFML, Allegro, etc.
I can't tell you much about these, because i have no experience on them, but i'm sure others can help you on that.
Also, just checking, but if you don't know a programming language yet, you may want tolearn one before attempting to learn OpenGL (again, just checking, and it never hurts to brush up the knowledge)
Hope it helps.