If you are installing it for development, you either get the headers with the compiler, OR you get it from kronos website OR from terminal..
On Ubuntu you do:
Code:
sudo apt-get install libgl1-mesa-glx libgl1-mesa-dev
On Windows you get them at:
https://www.khronos.org/registry/OpenGL/api/GL/
otherwise they will come with your compiler or ide (Mingw gcc/g++ or clang/clang++ or xcode).
Otherwise, if it's NOT for development, then it's already installed with your OS by default. However, if you are using the default, then some features may not work until you install a proper GPU driver.