Hey
Uh oh someone hasn't been using google to its full potential
First of all
CODE
#include <iostream>
#include <windows.h>
#include <gl.h>
#include <glu.h>
#include <glut.h>
is all you need for your includes, you cannot include lib files like this
CODE
#include opengl32.lib
#include glu32.lib
#include glut32.lib
so instead of including them like this you need to move the files to the appropriate folder so that your compiler knows where they are

copy glut32.dll to your system folder (c:\windows\system\ or something similar)
glut32.lib goes in your compilers lib folder (c:\Program Files\Visual Studio etc. \lib\)
glut.h goes into your compilers include folder (c:\Program Files\Visual Studio etc. \include\)
I would recommend copying that glu32.lib to the lib folder as well
once you have done this once you wont have to do it again unless you get a new compiler

and for future reference only include header files like this <> and std header files like <iostream> do not include
cpp files, lib files, dll's or anything
good luck