Most systems come with these header files preinstalled. However,
NVIDIA provides its own gl.h and glx.h files which get installed
in /usr/share/doc/NVIDIA_GLX-1.0/include/GL/. To use these
files, either manually copy them into /usr/include/GL/,
or instruct the installer to install these files in
/usr/include/GL/ by passing the '--opengl-headers' option to the
NVIDIA-Linux-x86-1.0-6629-pkg1.run file during installation.