Where do I open the opengl file to that I downloaded from this site?
What kind of files are you talking about?
If you mean…
.c/.cpp/: You open them in your development environment and compile them to executable files.
.lib: Put them in the librarydirectory of your compiler. No need to open them.
.dll: Put them in your system-directory, and they will be used automatically when needed.
Got other file-extensions? Tell me.