Where can I download gl.h?

MSVC does automatically add it to your include directories for all projects if you’ve set things up correctly and haven’t messed with it afterwards. If you can #include <windows.h> then you can also #include <gl/gl.h>, end of story. The sole exception is 2005 Express which needs quite a bit of jiggerypokery, but that’s also needed for plain old windows.h and is not an “OpenGL on Windows” thing.