openGL and getting started

I've done a lot of reading and searching to find out what I need to do to get started with GUI's graphics, 3D models and things like it with openGL so I've turned to http://www.cprogramming.com/advtutorial.html
But I'm not sure on a few things, if that tutorial is up to date, and it doesn't really describe how or what to set up only mentioning, (GLU). I know I'm probably missing very basic fundamental things that I should be able to find on my own but have failed to get it set up and working with the "hello world" example he uses. Should I not use that tutorial and follow this persons advice on this topic http://www.cplusplus.com/forum/general/71945/ and use this instead? http://www.sfml-dev.org/ and insight or guiding information would be appreciated.
http://www.videotutorialsrock.com/
This is the tutorial I used to start learning openGL.
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