Here is a good starting point:
As far as I know, at least on Linux, when You install a graphics driver also a set of headers is given, provided that graphics vendor implements OpenGL. One can also use Mesa3D software implementation. I don’t exactly know how it goes with OpenCL but when You install, for example, CUDA toolkit You get OpenCL too.
On Windows I’m not certain how it goes - probably one gets minimal number of OpenGL headers, plus extensions, with some compiler installation (Visual Studio or MinGW GCC). The binaries a provided by default.
Of course best for developers is GLEW (at least on PCs), which includes most of the existing extensions. Again I don’t know how the matter looks like according to OpenCL.