Linux:

# cd gl; make
# cd hgl; make
# cd glfw; make
# cd demos/simple/fountain; make
(optional)
# cd glut; make

Now you can copy 'lib' contents anywhere you want.

Windows:
# cd gl; nmake /fmakefile.win
# cd hgl; nmake /fmakefile.win
# cd glfw; nmake /fmakefile.win
# cd demos/simple/fountain; nmake /fmakefile.win

