Plot .gnu file with gnuplot
You can run gnuplot directly with
gnuplot
The environment opens in the console and you can add your commands after gnuplot>
load 'file.gnu'
If you're not in the same directory, you have to go there before or specify the path for the file.
You can have a look at this tutorial and here are some examples.
Starting with a file somefile.gnu
gnuplot -p somefile.gnu > /tmp/sss.pdf
now just view your new pdf file
open /tmp/sss.pdf