First of all you need to have a video card and check that it works with OpenGL and the

drivers
are updated. I used the test in this link to check it.
It is also important to check that Visual Studio 2008 is correctly installed and that the following
path is created in your computer:
C:\Program Files\Microsoft SDKs\Windows\v6.0A
Now we can follow the installation steps:
1.- Download GLUT from the Nate Robins site, unzip and copy the files as instructed below:
glut.h to the folder C:\Program Files\Microsoft SDKs\Windows\v6.0A\Include\gl\
glut32.lib to the folder C:\Program Files\Microsoft SDKs\Windows\v6.0A\Lib\
glut32.dll to the folder C:\Windows\System32\
2.- Create an empty C++ Win32 application:
From File menu select New Project (Ctrl+Shift+N).
Select Win32 Project, enter a Name, and click OK.
In the Wizard click Next, then check the box next to Empty Project, and click Finish.
3.- Add a new C++ source file:
Under the Project menu select Add New Item (Ctrl+Shift+A).
Select C++ File (.cpp), enter a Name, and click OK.
4.- Link to the OpenGL libraries (important step):
Under the Project menu select Project Properties (Alt+F7) at the bottom.
Select Configuration Properties Linker Input from the navigation panel on the
left.
Select All Configurations from the Configuration drop-down box at the top of the
dialog. This ensures you are changing the settings for both the Debug and Release
configurations.
Type opengl32.lib glu32.lib glut32.lib in Additional Dependencies and click OK (the
opengl32.lib and glu32.lib are already in the system, and glut32.lib will be after
downloading GLUT).
5.- Download this sample code.
6.- It is also necessary to set the paths in Visual Studio:
In Tools -> Options -> VC++ Directories -> Include Files:
C:\Program Files\Microsoft SDKs\Windows\v6.0A\Include
In Configuration Properties Linker Additional Library Directories:
C:\Program Files\Microsoft SDKs\Windows\v6.0A\Lib