I’ve set the linker to additional dependencies opengl32.lib;glu32.lib;sfml-main-d.lib;
When I run it, I get loads of errors about APIEntry or something in one of the OpenGL files. SFML is also set up fine.
Here is my code:
#include <iostream>
//#include <Windows.h>
#include <gl/gl.h>
#include <gl/glu.h>
using namespace std;
void main()
{
}
It works fine if I include Windows.h, but I really don’t want to make it windows-specific (Since the only reason I switched to C++ from C# is for cross platform and I’m not too fussed on Java)

If you’re starting out you’re probably not interested in the lower level stuff as setting up your own OpenGL context and such. I would recommend you take a look at GLFW at http://www.glfw.org/ – it is what I prefer for OpenGL. It is open source and cross platform for both Windows, linux and MAC.
Good luck!