I'm using Ubuntu 14.04.
If yes:
which icc version do I need ? (can I do it with gcc ?)
which Intel processors are supported ?
As far as I know you can only offload OpenMP code on Intel MIC/Xeon Phi.
However in the (near ?) future OpenMP 4 should offer this kind of feature (see this post).
So GPGPU on Intel HD graphics can only be done with OpenCL and Intel CILK for the moment I think.