I found it pretty simple (with code::blocks, so many things are easy, forget about gdb). Open your SDL project created previously, and set the link libraries as follow:
(In case you are lost: project->Build Options->Linker Settings
That's all, then you have to include the OpenGL headers or SDL headers:
If you want to include only OpenGL files, you can do the following:
SDL also includes a wrapper for OpenGL in the following file
Both should work with code generated by the Template. I have to stop here. If you need more information you can find several tutorials about SDL and OpenGL.