help: cant find headers

Hi, im new to programming with OpenGL, but i cant seem to find any of the header files i need to start programming (gl.h, glu.h …)
Also im using gcc for windows, is there any compiler better? i need one that doesnt take much space

Thx for your replies

The headers are here

You have to define “better” to get a good answer. You can download Borlands compiler from their web site and compare yourself.

Thx Zico, sorry for my english im from Argentina and dont write too often in english