proper use of xcb and opengl involves x11 since most manufacturers only write libs for x11

glxcb.c

/* glxcb.c taken from:
http://xcb.freedesktop.org/opengl/
to compile it use :
gcc -std=c99 -Wall glxcb.c -lxcb -lX11 -lGL -lX11-xcb -o glxcb
*/
#include <stdio.h>
#include <stdlib.h>

#include <X11/Xlib.h>

/*
    If you get linking errors when using C++, you need
    to add extern "C" here or in X11-xcb.h, unless
    this bug is already fixed in your version:
    http://bugs.freedesktop.org/show_bug.cgi?id=22252
*/
#include <X11/Xlib-xcb.h> /* for XGetXCBConnection, link with libX11-xcb */

#include <xcb/xcb.h>

#include <GL/glx.h>
#include <GL/gl.h>

void draw(){
    glClearColor(0.2, 0.4, 0.9, 1.0);
    glClear(GL_COLOR_BUFFER_BIT);
}

int main_loop(Display *display, xcb_connection_t *connection, xcb_window_t window, GLXDrawable drawable){
    int running = 1;
    while(running)
    {
        /* Wait for event */
        xcb_generic_event_t *event = xcb_wait_for_event(connection);
        if(!event)
        {
            fprintf(stderr, "i/o error in xcb_wait_for_event");
            return -1;
        }

        switch(event->response_type & ~0x80)
        {
            case XCB_KEY_PRESS:
                /* Quit on key press */
                running = 0;
                break;
            case XCB_EXPOSE:
                /* Handle expose event, draw and swap buffers */
                draw();
                glXSwapBuffers(display, drawable);
                break;
            default:
                break;
        }

        free(event);
    }

    return 0;
}

int setup_and_run(Display* display, xcb_connection_t *connection, int default_screen, xcb_screen_t *screen){
    int visualID = 0;

    /* Query framebuffer configurations */
    GLXFBConfig *fb_configs = 0;
    int num_fb_configs = 0;
    fb_configs = glXGetFBConfigs(display, default_screen, &num_fb_configs);
    if(!fb_configs || num_fb_configs == 0)
    {
        fprintf(stderr, "glXGetFBConfigs failed\n");
        return -1;
    }

    /* Select first framebuffer config and query visualID */
    GLXFBConfig fb_config = fb_configs[0];
    glXGetFBConfigAttrib(display, fb_config, GLX_VISUAL_ID , &visualID);

    GLXContext context;

    /* Create OpenGL context */
    context = glXCreateNewContext(display, fb_config, GLX_RGBA_TYPE, 0, True);
    if(!context)
    {
        fprintf(stderr, "glXCreateNewContext failed\n");
        return -1;
    }

    /* Create XID's for colormap and window */
    xcb_colormap_t colormap = xcb_generate_id(connection);
    xcb_window_t window = xcb_generate_id(connection);

    /* Create colormap */
    xcb_create_colormap(
        connection,
        XCB_COLORMAP_ALLOC_NONE,
        colormap,
        screen->root,
        visualID
        );

    /* Create window */
    uint32_t eventmask = XCB_EVENT_MASK_EXPOSURE | XCB_EVENT_MASK_KEY_PRESS;
    uint32_t valuelist[] = { eventmask, colormap, 0 };
    uint32_t valuemask = XCB_CW_EVENT_MASK | XCB_CW_COLORMAP;

    xcb_create_window(
        connection,
        XCB_COPY_FROM_PARENT,
        window,
        screen->root,
        0, 0,
        150, 150,
        0,
        XCB_WINDOW_CLASS_INPUT_OUTPUT,
        visualID,
        valuemask,
        valuelist
        );


    // NOTE: window must be mapped before glXMakeContextCurrent
    xcb_map_window(connection, window); 

    /* Create GLX Window */
    GLXDrawable drawable = 0;

    GLXWindow glxwindow = 
        glXCreateWindow(
            display,
            fb_config,
            window,
            0
            );

    if(!window)
    {
        xcb_destroy_window(connection, window);
        glXDestroyContext(display, context);

        fprintf(stderr, "glXDestroyContext failed\n");
        return -1;
    }

    drawable = glxwindow;

    /* make OpenGL context current */
    if(!glXMakeContextCurrent(display, drawable, drawable, context))
    {
        xcb_destroy_window(connection, window);
        glXDestroyContext(display, context);

        fprintf(stderr, "glXMakeContextCurrent failed\n");
        return -1;
    }

    /* run main loop */
    int retval = main_loop(display, connection, window, drawable);

    /* Cleanup */
    glXDestroyWindow(display, glxwindow);

    xcb_destroy_window(connection, window);

    glXDestroyContext(display, context);

    return retval;
}

int main(int argc, char* argv[]){
    Display *display;
    int default_screen;

    /* Open Xlib Display */ 
    display = XOpenDisplay(0);
    if(!display)
    {
        fprintf(stderr, "Can't open display\n");
        return -1;
    }

    default_screen = DefaultScreen(display);

    /* Get the XCB connection from the display */
    xcb_connection_t *connection = 
        XGetXCBConnection(display);
    if(!connection)
    {
        XCloseDisplay(display);
        fprintf(stderr, "Can't get xcb connection from display\n");
        return -1;
    }

    /* Acquire event queue ownership */
    XSetEventQueueOwner(display, XCBOwnsEventQueue);

    /* Find XCB screen */
    xcb_screen_t *screen = 0;
    xcb_screen_iterator_t screen_iter = 
        xcb_setup_roots_iterator(xcb_get_setup(connection));
    for(int screen_num = default_screen;
        screen_iter.rem && screen_num > 0;
        --screen_num, xcb_screen_next(&screen_iter));
    screen = screen_iter.data;

    /* Initialize window and OpenGL context, run main loop and deinitialize */  
    int retval = setup_and_run(display, connection, default_screen, screen);

    /* Cleanup */
    XCloseDisplay(display);

    return retval;
}

Nice!