There are many compilers that support different versions of the OpenMP specification. OpenMP maintains a list here with the compiler that support it and the supported version. In general, to compile (and link) an application with OpenMP support you need only to add a compile flag and if you use the OpenMP API you need to include the OpenMP header (omp.h). While the header file has a fixed name, the compile flag depends on the compiler. The following is a non-exhaustive list of compilers and the flag that enables OpenMP.
-fopenmpfor compatibility with GCC/LLVM)