Did you link the install of Glut with the application? Go into Xcode and select [Application]->[Build Phases]->[Link Binary with Libraries] and add the Glut or Glue install.
Honestly, though, if you're doing any sort of C++ OpenGL development you should go through Cmake to build Xcode files for you. I found linking C++ libraries in Xcode to be laborous.
Topic:
App & System Services
SubTopic:
Core OS
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