You will need to install GLUT on your system. The current version of GLUT is called freeglut. Your Linux distribution probably already has freeglut installed or available through the package manager. Be sure that you have both the libraries and development headers installed. For example on Ubuntu Linux you want to include freeglut3 and freeglut3-dev.
If you can't find freeglut packages for your distribution, you can find the
source code on SourceForge:
untar/gzip it, type ./configure;make;make install
then when compiling, use the options
g++ filenname.cpp -lGL -lglut