There's no source code for OpenGL because it's not a library - it's an interface (an API). It provides a standardized way to talk to the graphics driver no matter what platform you're on and what kind of GPU you have. The implementation of OpenGL commands is actually provided by the graphics driver and is proprietary, as it deals with the low-level communication with your specific GPU.
Now OpenGL itself is platform-independent, but in order to use OpenGL on a given platform, you have to first somehow create a window and tell the OS that you're going to be using OpenGL there. There are other things you'll want to do in a game, like receiving keyboard and mouse input, playing sound effects, measuring time, networking, and multithreading, that also require talking to the OS.
GLUT, SFML and so forth are wrapper libraries that hide all the platform-specific stuff. They give you a standardized way to create an OpenGL window as well as standardized ways to receive input, play sound effects, and all that other stuff. (Well, actually GLUT is a much smaller library; it only does windowing and input, not any of that other stuff.)
If you want to make a game that runs on PC, Mac, and Linux, then SFML or something like it would be useful, otherwise you have to write a bunch of different code for each OS. If you only care about one platform, though, you could just use that platform's own APIs. For example in Windows you could create your own window and use wglCreateContext etc. to initialize OpenGL.