wgl... functions header?

Where can I get the header files for the wgl… functions?

For what are wgl… functions?

wgl functions are for Windows specific OpenGL stuff. Primarily used to setup an OpenGL window in Windows. According to MSDN, they are defined in wingdi.h. That file is included in some other header so you shouldn’t have to #include it yourself. #including windows.h and gl/gl.h should get you the wgl functions (in Windows, anyway) as one of those #includes the wingdi.h.