Setting up OpenGL (GLEW & GLFW) on linux

I am trying to set up opengl on my linux and have include the source code for both GLEW and GLFW into my project. GLEW if have trouble finding glu.h and have a look for this and if what i have found is right it should be in i added that in the linker section of code::blocks it can still not find it and then put the full path to it linker and still it can no find i have even drop in to my project but still it can not find glu.h.

I new to C++ and code::blocks and am just trying to learn opengl 3.5 +, I will also be working on this project on windows so what ever i do will need to work for that as well