1. The wgl* functions are defined in windows.pas
2. PGLubyte is defined in gl.pas which is included by glu.pas, so I dont understand why you get error about missing identifier.
3. Window not showing. Not enough data . Post some code and we will take a look.

4. I will repeat my suggestion to put JEDI_SDL units you use, in one directory. Just for testing.

5. As others suggested try Lazarus instead of dev-Pascal.

Good Luck :!: