• GLFW is intended to be built with cmake.
• After unzipping the source, make a build directory, and configure glfw3
• ^^ I like using ccmake to do this interactively, but you can also just pass flags to cmake if you know what they are
• You should build with GLFW_USE_WAYLAND and GLFW_USE_OSMESA turned off to get it to try to build against X11.
• You will probably also want to turn off GLFW_BUILD_DOCS, GLFW_BUILD_EXAMPLES, GLFW_BUILD_TESTS
• You can adjust CMAKE_INSTALL_PREFIX if you don't want to use the /usr/local default install path.
• After generating a Makefile, run make and make install
• glfw3 generates a pkg-config compatible .pc file as part of its build process that lists flags needed for compilation and linking against the library. Normally, you'd just call pkg-config --cflags --libs --static glfw3 to get this info as part of your own build process (in a Makefile, for example) or else require glfw3 as part of a cmake-based build, but you can read what's generated in there if that program is not available to you for some reason. In case it's helpful for comparison, what I get with a custom build of the static library version of glfw3 installed into /usr/local on a slightly old version of Ubuntu is output like -I/usr/local/include -L/usr/local/lib -lglfw -lrt -lm -ldl -lX11 -lpthread -lxcb -lXau -lXdmcp but you may need something different for your particular configuration.

Basically, something like this, probably, to do the compilation and get the flags to pass to g++:

wget 'https://github.com/glfw/glfw/releases/download/3.3.8/glfw-3.3.8.zip'
unzip glfw-3.3.8.zip
mkdir build
cd build
cmake -D GLFW_BUILD_DOCS=OFF -D GLFW_BUILD_EXAMPLES=OFF -D GLFW_BUILD_TESTS=OFF -D GLFW_USE_OSMESA=OFF -D GLFW_USE_WAYLAND=OFF -D GLFW_VULKAN_STATIC=OFF ../glfw-3.3.8
make
make install

pkg-config --cflags --libs --static glfw3

If you want to just compile a single cpp file after building and install, you can do something like

g++ main.cpp `pkg-config --cflags --libs --static glfw3` -lGL