Plplot supports bindings and test examples. To include this powerful component of PLplot for Windows you must download and install Octave for Windows.
Download the Windows Octave installer from http://prdownloads.sourceforge.net/octave/Octave_Windows%20-%20MinGW/Octave%203.2.4%20for%20Windows%20MinGW32%20Installer/Octave-3.2.4_i686-pc-mingw32_gcc-4.4.0_setup.exe
Run that executable (under wine that is done with the "wine Octave-3.2.4_i686-pc-mingw32_gcc-4.4.0_setup.exe command), and choose all defaults except the install prefix which should refer to a unique location so that octave can easily be removed later without interfering with anything else. In my case I chose to use Z:\home\wine\newstart\octave\Octave\3.2.4_gcc-4.4.0. In other words, I replaced the C: in the default prefix by Z:\home\wine\newstart\octave, but you are free to use anything you like. Let's call that install prefix OCTAVE_PREFIX (e.g., OCTAVE_PREFIX=Z:\home\wine\newstart\octave\Octave\3.2.4_gcc-4.4.0 in my case). Then to help cmake locate octave on your Windows machine you have to set the following environment variables:
(PATH is always predefined, but in case CMAKE_INCLUDE_PATH is not predefined, then drop the trailing ":\$CMAKE_INCLUDE_PATH" in that definition, and in case CMAKE_LIBRARY_PATH is not defined drop the trailing ":\$CMAKE_LIBRARY_PATH" in that definition.)
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