Problem with First Program

I’ve been trying to get an example program a professor wants us to do done, but when I compile, I keep getting an error that says

c:\program files\microsoft visual studio 8\vc\include\gl\glut.h(137) : fatal error C1083: Cannot open include file: ‘GL/gl.h’: No such file or directory

I thought gl was already installed on your computer if you had a reasonably new version of Windows; I did a search, though for gl.h, and glu.h, and nothing was found for either of them. I DO have the opengl32.dll file; it was in the Windows/System32 folder. Does anyone know what I need to do to be able to get the glut.h folder, which refers to the gl.h and glu.h headers, to be able to find those header files?

In VS8 they are usually in:
C:\Program Files\Microsoft Visual Studio 8\VC\PlatformSDK\Include\gl

You can configure your VS environment to look for header files also there OR copy them to currently configured directory

See also
section "How to make your first OpenGL Program "