How do I install opengl?

Hello! How do I install opengl , I have down load…“opengl95.exe” when I press on it a ms dos window come up. I press yes and… then all the files appear on my desktop!!! Where can move the files?

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OpenGL support is delivered with the drivers for your video card. To obtain the latest OpenGL support for your video card, download and install the most recent drivers for your video card from your card’s manufacturer.