Glut is a library that allows programmers to write openGL programs without worrying about which platform they're on. If your program has been built using Glut, you'll have to download the libraries before you can compile.
Pre-compiled programs will already run however, so there is nothing wrong with your openGL as it is.
You can find Glut here,
Source code only, but binaries are available for Windows. I'm assuming there will be instructions on how to compile Glut in the package, I've only ever used it on Windows.