OpenGL is an API for communicating with your graphic drivers to render things to screen.
This is bundled with the game, not something you are supposed to install.
Your hardware has specifications for up to what version of OpenGL it supports, declaring what kind of functions it is able to run and execute. (Though I think that actually comes from the drivers, not the hardware itself...)
You can update your graphics drivers (including your processor's integrated graphics) through their official page (If you've got something from Intel, then intel's support pages should have links to download drivers. If you've got ATI or NVidia... you get the idea), which in turn may be able to upgrade up to what version of OpenGL it supports.
I don't quite remember what's the exact version SRB2 supports at minimum, but it's somewhere after OpenGL 2.0
.
Laptops, particularly older ones, don't normally tend to support newer OpenGL versions and are stuck around 1.x
or early 2.x
.