OpenGL is a library a bit special. Most of the features are provided first through "extensions", and then the extensions are integrated in the core version of OpenGL.
On Windows, Microsoft provides an implementation of OpenGL which is very old (1. something).
If you use Windows, the only thing you will get when you install Visual Studio (or MinGW, MinGW-TDM etc) are Opengl headers for the 1.x version with the OpenGL library.
That doesn't mean you are stuck with this antic API however: you can tap in the new features thanks to the extensions. Some libraries like GLEW (google it), or GLXW make it easier to use those extensions.
So:
look for GLEW or GLXW.
Hope it helps