Is there any pack of all the major (ex. GLUT) ogl headers and libs that i can download somewhere?

I''ve only got gl.h, glu.h and glaux.h in my include directory in Microsoft C++. Where are the extensions? Where is glut? How do i get them, install them and use them in projects?

You should have the directories for both the .h files and the .lib files in your path. If you have this set then you just need to make sure that you are linking to the opengl library. To do this look in...
Project Settings->Link tab...
In the field called "Object/library modules" make sure there is a "opengl32.lib glu32.lib" at the end. This should be all you need to do.

You can check Nate Robins Tutorial site for glut, and opengl.org for the extension headers