Dev C++ is not maintained in any way for many, many years.
The standard on Windows nowadays is Visual Studio [Community] 2017.
OpenGL itself is implemented in DLLs of the OS (generally locked to OpenGL 1.1/1.2), and DLLs you get from the graphics driver of your card.
What your development environment gives you are the OpenGL header files, so you could reference the functions and constants.
E.g. "gl.h", "glext.h", "GL3.h", and similar headers.
If you don't have experience with GL, I highly suggest you to first get a library that will handle OS things, like opening a window and setting up the GL context, etc. (SFML and SDL2 are the first that come to mind)
Then a step further, once you have your GL context, you need to actually set up all of GL's function pointers and such things.
This is due to the mention above of the OS implementation only supporting usually up to GL 1.2.
Because of that, any function in the API that is above 1.2 (1.1 for old Windows versions) needs to be dynamically queried from the driver implementation.
To make things a bit more confusing, GL also supports extensions, which may or may not exist on any given graphics card and driver, which you also need to dynamically query if you want access to.
There are libraries such as GLEW that minimize all of this process to a few easy function calls.
After all of that you can start playing with GL.
