I have tried to build mingw binary using config/mingw/Makefile instead of config/makefile.mgw.
Using this makefile, gnuplot executables are installed into 'bin' directory.
On Dec 03, 2009, Petr pointed out.
Use 'bin' directory for storing gnuplot executables make related files should be saved in unixy way.
Is the change of Makefile intentional?