In OpenGL, can I draw a pixel that exactly at the coordinates (5, 5)?

You can just change the "camera" to make 3D coordinates match screen coordinates by setting the modelview matrix to identity and the projection to an orthographic projection (see my answer on this question). Then you can just draw a single point primitive at the required screen coordinates.

You can also set the raster position with glWindowPos (which works in screen coordinates, unlike glRasterPos) and then just use glDrawPixels to draw a 1x1 pixel image.

The simplest way is probably to set the projection to match the pixel dimensions of the rendering space via glOrtho. Then vertices can be in pixel coordinates. The downside is that resizing the window could cause problems and you're mostly wasting the accelerated transforms.

Assuming a window that is 640x480:

// You can reverse the 0,480 arguments depending on you Y-axis 
// direction preference
glOrtho(0, 640, 0, 480, -1, 1);

Frame buffer objects and textures are another avenue but you'll have to create your own rasterization routines (draw line, circle, bitmap, etc). There are problaby libs for this.

@dandan78 OpenGL is not a Vector Graphics renderer. Is a Rasterizer. And in a more precise way is a Standard described by means of a C language interface. A rasterizer, maps objects represented in 3D coordinated spaces (a car, a tree, a sphere, a dragon) into 2D coordinated spaces (say a plane, your app window or your display), these 2d coordinates belong to a discrete coordinated plane. The counter rendering method of rasterization is Ray Tracing.

Vector graphics is a way to represent by means of mathematical functions a set of curves, lines or similar geometrical primitives, in a nondiscrete way. So Vector graphics is in the "model representation" field rather than "rendering" field.