1.
sudo apt-get install libwxgtk2.8-dev libpango1.0-dev libreadline5-dev libx11-dev libxt-dev texinfo libgd2-xpm-dev
ref.
http://www.miscdebris.net/blog/2010/03/03/install-gnuplot-4-4-0-rc1-on-ubuntu-linux/
2. fontpathを通す。
export GDFONTPATH=/usr/share/fonts/truetype/msttcorefonts/
もしくはそのあたりのdirectory.