OpenGL is not software
You don’t download and install OpenGL. Instead, OpenGL is provided as a component of your graphics card’s drivers, so you must download and install drivers for your graphics card.
With your CPU you probably have an Intel integrated GPU, most likely either a HD 2000, 3000 or 4000. These GPUs support OpenGL versions higher than 2.0, so you need to source the correct driver from Intel’s website.
However, you are also running a server OS - Windows Server 2012 R2 - so you may or may not need to also install the Desktop Experience feature (I suggest trying without first), and you should ensure that you source the correct driver for this OS.
Finally, if accessing a server over remote desktop, you need to be aware that OpenGL will not work.