How to set up OpenGL with Dev-C++

Okay so I want to start with OpenGL, but I can't seem to figure out how to install all the includes... etc.

My Dev-C++ version is, I tried to follow this person's tut:

And then use this simple tutorial to make something simple:

But the includes DID NOT work. So what do i need to follow in order to get OpenGL to work?

Thanks -fetz
Don't use Dev-C++. It has not been updated in years.
Then what do you suggest? I tried the Microsoft Visual C++ Express, but was disappointed :D
I personally use code::blocks, simply because it... well, has yet to fail in any regard for me. Otherwise, I can't really recommend any others, since the only other I used was the same dev-C++ version... oh, how dreadful it was.
`did not work' is not an error message.
There are several versions of Dev C++.

The Bloodshed version has not been updated for years. Instead, use the Orwell version which was last updated in March 2013.
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