I’d like to know where to find the OpenGL SDK. I work under Win32 API (Dev-C++ SDK, MingWin32 compiler, specifically). Where can I get if from?

You already have the required files on your computer…include gl.h and glu.h, link to opengl32.lib and glu32.lib.

For documentation I recommend buying the OpenGL redbook to get started, though there is an online version linked to by the page.

One of the most common OpenGL SDKs is GLUT which has links posted in the Developer section of this same site. It includes examples described in both the Red and Green OpenGL books, and is buildable for many OS platforms and compilers, including Win32.