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I've moved a copy there now, but it's quite out of date. Someone really should update it to describe the newer TeX-based terminals (tikz, context, cairolatex).
Hint. Hint.
I think this is (partly) covered in the gnuplottex package manual e.g. http://ftp.fau.de/ctan/macros/latex/contrib/gnuplottex/gnuplottex.pdf
At least an example of the eps-, cairolatex and the tikz terminal can be found.