You are using a cross-compiler for Windows, and you are trying to run the binary on Linux (I assume ubantu is a linux distribution).
Just use normal g++ from apt-get install g++.
Here’s a GLFW usage example, if you’d like to see some code. GLFW is cross-OS, so it will still work when compiled on windows (by appropriate compiler, obviously). It also has build instructions.
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solved first program of OpenGL using c++ [closed]