Two minor patches

[Dima K. <gn...@di...>]

Here're two minor, but useful patches:

1. If we can't find a helper binary (gnuplot_x11, gnuplot_qt), the error
message now states which environment variable can be used to redirect it

2. The build was broken on a recent Debian system: we were calling
XInitThreads(), but not linking in -lX11. The patch adds the linkage