Gnuplot Question:

Basically, you save your plot to a file in a format your word processor can understand (using set term and set output, see above), and then you read in the plot from your word processor. Vector formats (PostScript, emf, svg, pdf, TEX, LATEX, etc) should be preferred, as you can scale your graph later to the right size.

Details depend on which word processor you use; use set term to get a list of available file formats.

Many word processors can use Encapsulated PostScript for graphs. This can be generated by the set terminal postscript eps [color] command. Note that it is a good idea to check and correct the bounding box of the graphs in the eps files (manually or by the fixbb script from gnuplot webpage), as you have to correct this box for any eps figure produced by whichever program. Some (most?) word processors do not preview the actual image in the eps file, and you have to add the preview image yourself. You can use the GSView viewer for this (available for OS/2, Windows and X11), or some Unix ps tool. Note that the preview image increases size of the eps file; the smallest increase you may get by choosing Tiff 6 Packbits.