'glue' is sticky stuff. glu is a deprecated utility library for the old OpenGL fixed function pipeline (am ready for correction if it has been updated since back in the day).
OpenGL and DirectX (and Vulkan, Metal, ....) are graphics APIs. They offer a programming interface to the render pipeline of graphics cards. DirectX has a bit more than graphics, but is MS Windows specific. OpenGL and Vulkan are available on other platforms as well.
GLFW and SDL offer a platform independent interface to windowing and user event handling, SDL with more functionality than GLFW. Use them if you don't want to do all the window functions like sizing, resolution, user keystrokes, mouse or joystick movements, contexts in case of OpenGL by yourself and platform dependently, which can be very tedious.
What's missing in the 'toolchain' are loader libraries (GLEW belongs to that) to obtain all the function pointers and macros of the chosen API. Often they are just header files, for example for Vulkan, or glad (replacing glew) for OpenGL.
My suggestion to the OP would be to just get started. The questions will be answered automatically then.