I'll just give you a brief description of each one, and then give you my suggestions:
GLEW - The OpenGL Extension Wrangler, it is used to load the API's for 'modern' versions of OpenGL (i.e. >1.1).
GLUT - The OpenGL Utility Toolkit, it is used to create a basic window for drawing on simply and quickly, also providing minimum user interactions.
GLFW - Not entirely sure what it stands for, I think its the OpenGL FrameWork (could be wrong). It is similar to GLUT, though it is designed with games in mind and thus you have more control over the window, as well as better (IMO) methods for user interaction.
GLSL - OpenGL Shading Language, an add-on language from OpenGL 2.0 onwards.
Basically, my recommendation is GLFW is better than GLUT, though it takes a little bit more time to set up a window (not much, though, and nowhere near as much as resorting to the native API). As for other things, I would recommend getting the 'Unofficial OpenGL SDK', which contains various utilities that will help a lot with your development, such as glLoad which is an alternative to GLEW. Get it from
http://glsdk.sourceforge.net/docs/html/index.html
Just another little thing, especially if you are using windows, you may need to update your drivers to be able to use modern versions of OpenGL. By default, Windows only supports OpenGL 1.1, while all modern graphics cards should support at least version 3.0, and high-level graphics cards should support 4.3.
If you don't understand anything here, don't worry, the arcsynthesis tutorial I linked you to goes through all of this in detail.