Newbie question :Updating openGL?

Hi, I am new to opengl and started it again. After using videotutorialsrock.com and other sources I am starting to get the hang of basic projects. The only thing I want to know and it sounds dumb is this;How do you update opeenGL?
Normally in DX i would just download the new sdk but this does not have one. I know there is a gl folder in my platform sdk section but is it just I download new code for that section or what? Sorry it sounds so basic but I was not sure where to ask.

Thanks

http://www.opengl.org/wiki/index.php/Main_Page

The Getting Started section explains this stuff.
DX is an entirely different world.

Thanks that is some helpful stuff, but

I had some problems with it, namely the nehe tutorial.
Anyone I try to do from tutorial 6 on gives me some strange errors. Even the downloaded source has a lot of the such as casting variables and when I try to fix them all ,I get some odd errors. Namely ones that say fatal error and say its because of a vs lib. I added glut and all t he lib files. I linked them and put all the libs in and i am running unicode and still, the fatal error.

what fatal error?

The fatal error is not happening but now another problem is. When I debug the program it goes to gl.h and starts saying all the errors it sees in it. This has not happened before and I am trying to find the way for it just to debug the project itself. Even when I remove the #include, it still debugs gl.h. What can I do(Using vs).

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