OpenGL and OpenGL|ES are graphics APIs which primarily deal with rendering 3D triangles (with lighting and texturing) onto a 2D surface. OpenGL|ES is a slimmed down version of OpenGL designed for low power mobile hardware (OpenGL for Embedded Systems). Neither have anything to do with how to display the drawn surface (that's usually down to other libraries like GLX or EGL), nor do they handle any input or audio.
SDL is a library that encompasses everything from creating windows (or managing the screen), drawing, input and audio.
Official OpenGL site.
Official OpenGL|ES site.
Official SDL site.