Setting up OpenGL on Ubuntu

What I am having a hard time to do is to install OpenGL

Technically OpenGL is just a specification, implemented by your graphics driver. There's no such thing like a OpenGL SDK library. There's just libGL.so coming with your driver. To use it, you need bindings for your programming language of choise. If that is C, the "bindings" consist of just the header files. However you'll probably also want to use OpenGL extensions, which a easiest used using GLEW.

So I suggest you install the GLEW development files, all the other dependencies (including the OpenGL headers) will be pulled in by the package manager:

sudo apt-get install libglew-dev

To setup OpenGL and SDL you should open the terminal and issue the command:

sudo apt-get update && sudo apt-get install libgl sdl

This will install the basic libraries you need to run OGL/SDL applications, after entering the root password. I suggest you to google for synaptic and learn how to use it.

Linux is always a good place to develop something.