Programming with OpenGL problems MinGW - c

Question

I tried on eclipse and got the error "Cannot open output file , Permission denied" when trying to use OpenGL. When I used code::blocks - got the same problems as compiling it by myself at the cmd using gcc -o <file_name>.exe <file_name>.c. And all I got was a list full of "undefined reference" to each function appeared in the program taken from OpenGL headers.
That's the small programs - just printing a red square in the middle.
#include <GL\gl.h>
#include <GL\glu.h>
#include <GL\glut.h>
#include <GL\freeglut.h>
#include <GL\glext.h>
#include <GL\freeglut_ext.h>
#include <GL\freeglut_std.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include <windows.h>
void display()
{
glClearColor(0.0f, 0.0f, 0.0f, 1.0f);
glClear(GL_COLOR_BUFFER_BIT);
//Draw a red 1x1 square in center
glBegin(GL_QUADS);
glColor3f(1.0f, 0.0f, 0.0f);
glVertex2f(-0.5f, -0.5f); // x, y
glVertex2f( 0.5f, -0.5f);
glVertex2f( 0.5f, 0.5f);
glVertex2f(-0.5f, 0.5f);
glEnd();
glFlush(); //render now
}
int main(int argc, char** argv)
{
glutInit(&argc, argv); // Initialize GLUT
glutCreateWindow("OpenGL Setup Test"); // Create a window with the given title
glutInitWindowSize(320, 320); // Set the window's initial width & height
glutInitWindowPosition(50, 50); // Position the window's initial top-left corner
glutDisplayFunc(display); // Register display callback handler for window re-paint
glutMainLoop(); // Enter the infinitely event-processing loop
return 0;
}