Developing OpenGL on windows is harder than it should be (thx to directx), and you'll find that most libraries (SDL, GLFW, etc.) will need either GLEW, GLEE, or something similar to get easy access to modern OpenGL functionality. There's been some discussion on this forum about whether SFML should expose GLEW or not (which it uses internally), but its now hidden completely, which is why you need to link it in yourself if you want to use it.