OpenGL is just a graphics lib. It does not do things like audio, input, window management, etc. glut is sort of an addon that does window management, but still does not do audio/input/etc.
SDL and SFML are both libs that do pretty much the whole deal (window management, audio, input, graphics, etc). The two are very similar in nature, but executed a bit differently.
Reasons why SDL is better:
-) SDL has been around longer so it's supported on more semi-obscure platforms (like some consoles and portable devices).
-) SDL is much easier to install, because it doesn't require the lib to be recompiled. This also makes it easier to distribute with your program.
-) SFML requires you to rebuild the lib before you can use it. While this is mostly automated, many beginners seem to have trouble doing it, so it's generally a bit more difficult to set up than SDL.
Reasons why SFML is better:
-) SFML is more modern and uses OpenGL under the hood, so more modern drawing techniques are employed, which allow it to do things SDL can't easily do, like image rotation, flipping, employing pixel shading for fancy effects, etc. SDL drawing revolves around rather outdated drawing techniques, like surface blitting, dirty rects, etc.
-) SFML takes more advantage of C++ RAII concepts, so it's generally easier to learn and use.
-) SFML supports more things "out of the box" than SDL does, like loading various types of image formats (png, jpeg, etc), loading .ogg files for audio, and printing text. SDL only has built in functions to load bmp and wav, and has no way to output text to the screen. SDL has addon libs to support other formats (see SDL_Image and SDL_Mixer... and there's another lib for text output but I forget the name), but they all require additional dependencies, and before you know it you're using like 8 additional dlls for a simple hello world program.
-) Both libs have the option for you to use OpenGL directly, but since SFML already uses it under the hood, it works more naturally. For example, SFML loads images directly to OpenGL textures, whereas SDL loads them to "surfaces" which you must manually convert and put in textures. Plus, alternating between SFML output and OpenGL output is transparent and simple... so you can draw your scene in OpenGL, then switch to SFML to draw some text on screen very easily.
Both libs are built around 2D rendering, but as mentioned, you can ignore their drawing completely and use OpenGL directly with either of them.
Really, the big tradeoff between them is that SFML is harder to setup and easier to use, whereas SDL is easier to set up and harder to use.
I personally prefer SFML and typically recommend it to others. I tend to shy away from libs like glut because they're a little too minimalist for me.
If you're interested in SFML, Installation instructions are here:
To compile sfml:
http://www.sfml-dev.org/tutorials/2.0/compile-with-cmake.php
Making your first sfml program in visual studio:
http://www.sfml-dev.org/tutorials/2.0/start-vc.php
Or if you would rather just use SDL, you can. You said you already had it installed, so all you have to do is create your main display surface with the OPENGL option then just ignore all of SDL's drawing stuff and use OpenGL for drawing.