Import and embedding GnuPlot Graphics

Using the \includegraphics command of 'graphics' package. [V 11.70]

At first, your Gnuplot files must have extension .gnuplot

Then, just use graphics package:

\documentclass{article}
\usepackage{graphicx}

\begin{document}

Test of import GnuPlot graphics:

\includegraphics{foo.gnuplot}

\end{document}

This approach is ideal for WYSIWYG editing (i.e. for TeXWord) because it have efficient caching and will not slow down editing process.

NOTE: run of gnuplot must be allowed in "External Programs" dialog as explained in below section.

Using the package 'gnuplottex' [V 11.50]

As source we have two files: example-pdf.tex and example.gnuplot
We open them in Centaur and run LaTeX on the file example-pdf.tex.
Result of first run is shown:

In this, first run, figures are not shown.
However, take attention on alarm button at right bottom corner of main winodow.
Appearance of this button indicates that TeX macros try to run some programs whose were declined by BaKoMa TeX.
Clicking the button will open 'External Programs' dialog:

We see that TeX package gnuplottex.sty try to run two programs touch and rm
TeX can't recognize what package try to run these programs, but we know that it is gnuplottex.sty.
So, we see that author of the package make it only for unix, but not for Windows.
However, these programs found in one folder included into PATH variable.
Fotunatelly, Git64 installed on test computer, includes these programs and add own bin to PATH.

You can ask: "Where is run of gnuplot ?"
Author of gnuplottex package do not trust to parameters (shell-escape) provided by TeX engine. It try itself check that run of programs is available. It try to create one temporary file by touch program, then check that file is created, and finally remove it using rm program. So, if we want to allow run gnuplot from this package we must enable these programs.

Really, it is not mandatory to enable horror rm program. Enabling only touch program will be enough. But, in this case every TeX run will create temporary file like following: w18-test-2018129416.tex

Our actions:
on left pane we click [Enable] buttons and see right pane.
Then we run TeX (second pass) and click again alarm button.

So, fantastish.
Now gnuplottex package try to run gnuplot program.
However, we can't click [Enable] button, because program not found.
To choose executable file, I click button and select location of gnuplot program. (See right pane).

So, when program selected we see [Enable] button is enabled (above left pane)
Clicking on [Enable] button we allow to run gnuplot (above right pane)

Our actions:
We run TeX again (third pass) and see below result:

BaKoMa TeX remembers allowed programs and will run it without additional questions for any other documents.

How to edit in TeXWord documents using 'gnuplottex'

You can run TeXWord on the same document.

So, you can edit text around gnuplot figures using TeXWord.
However, if you change gnuplot figures, you must rerun TeX from Centaur.

Also you can make all editing in Centaur using TeXWord as express previeew.
Read in details Centaur + TeXWord: using TeXWord as TeX Preview.