Question: I want to start developing graphic programing using OpenGl 

To kick start I am following [OpenGL](http://www.opengl.org/wiki/Getting_started)

I came across programing with GLUT and without GLUT but as being new to OpenGL in am even more confuse how to go with it?

Answer: 
GLUT is the **OpenGL Utility Toolkit**

It does stuff like this: 

* Multiple windows for OpenGL rendering
* Callback driven event processing
* Sophisticated input devices
* An 'idle' routine and timers
* A simple, cascading pop-up menu facility
* Utility routines to generate various solid and wire frame objects
* Support for bitmap and stroke fonts
* Miscellaneous window management functions

You can find more about it [here](http://www.opengl.org/resources/libraries/glut/).
GLUT was designed as a lib for simple demos and tutorials. Maybe one cannot create full AAA game title using it... but for learning/teaching it is a great tool.

GLUT is very old right now, so look for FreeGlut which is an alternative that handles not only basic GLUT features but also gives some more advanced features: like fullscreen game mode, etc.

<http://freeglut.sourceforge.net/>