If you're talking about Quicklisp, to reload it after closing the REPL, you just need to run:
(load "~/quicklisp/setup.lisp")
and then you'll have the quicklisp functions available. Running:
(ql:add-to-init-file)
will add something like that to your REPL's init file, so you'll have quicklisp available from the get-go. After that, to load a package like "cl-opengl", whether it's installed or not, you just need to do:
(ql:quickload "cl-opengl")
This is in the homepage, under a section titled "Loading After Installation"[1].
[1] https://www.quicklisp.org/beta/#loading