Wrong wrong wrong!!!
OpenGL is installed by defualt with mandrake. If you have an Nvidia video card, then it is reinstalled with the drivers. So DON'T installed mesa. As for glut, it SUCKS! Use SDL instead, wich is also installed by defualt, if not try www.libsdl.org
For a tutorial and the documentation for SDL go here http://sdldoc.csn.ul.ie
. As for the missing gl.h and glu.h (wich are NOT the same, and also not the same as glut.h), you probably don't have the right search path. Try adding '-I/usr/include/GL' as a command line switch to g++ (without the quotes of course). If you still have problems, goto http://nehe.gamedev.net
or do a google search for OpenGL programming.
Hope I helped!