It depends on how the application sets up the OpenGL window/context/stuff.
The GLUT library should be portable and may survive a simple Windows compilation.
SDL is similar but I haven't ever used it on Windows (or much on Linux).
The GLX library is nearly replaceable with Windows' WGL library but does require rewriting the window setup bits.
is an excellent resource for OpenGL with tutorials and basecode ported to loads of platforms/libraries. If you can find the one you are using there (and a suitable Windows one you wish to use), it may help in the translation.
I hope it's not too difficult!