OpenGL is not a standalone program or driver you download and install like an app. It is a graphics API (set of functions) that comes built into your GPU driver.
Download the Driver: Go to the manufacturer site (listed above) and enter your GPU model and operating system.
Before updating, verify what version your hardware currently supports: Method A: DxDiag Press Windows Key + R, type dxdiag, and press Enter.
This review covers the "download" experience—not of a file, but of the ecosystem required to run it—and whether the API is still the king of compatibility in a DX12/Vulkan world.