For tutorial, the great one is the arcsynth one, at http://www.arcsynthesis.org/gltut/.
Anyway, Windows only natively supports OpenGL 1.1, so you will need to directly import the higher level functions directly, which can get complicated.
My recommendation is to use the "Unofficial" OpenGL SDK, which provides a bunch of useful utilities to do basic OpenGL, as well as providing a utility called glLoad, which does the complicated process of loading all the OpenGL files and declaring them for usage. Otherwise, GLEW is a library to help simplify this loading of extensions, which can be used instead. Read the manuals to see how each one works. Hope this helps!
EDIT: Fixed tutorial link
EDIT: Just so you know what each of what you have mentioned are:
OpenGL: The graphics rendering standard and API
GL: The header that is included to do basic pre-3.0 rendering
GLU: The OpenGL Utility Librariy: Deprecated, used to simplify tasks used in pre-3.0 rendering
GLUT: The OpenGL Utility Toolkit: A cross platform windowing system to create a quick and easy window. Most useful for demos, its also very old.
FreeGLUT: A modified, up-to-date version of GLUT.
GLEW: The GL Extension Wrangler, used to use modern OpenGL (i.e. 3.0+)
GLFW: Another windowing system, designed with games in mind.