not tried it myself i’m afraid, as i’ve currently no purpose for it. have you tried doing a clean and rebuild? i needed to do one anyway with juce 1.39 from the name of the lib file changing (adding a Win32), which a clean and rebuild solved.
Nothing is wrong with the source code - I obviously always check it in various different IDEs, and the pre-compiled juce demo on the website has OpenGL in it.
Must just be some strange setting on your machine - check your library + include paths.