$ wget https://sourceforge.net/projects/gnuplot/files/gnuplot/5.4.1/gnuplot-5.4.1.tar.gz
$ tar xvf gnuplot-5.4.1.tar.gz 
$ cd gnuplot-5.4.1/
$ mkdir build
$ cd build
$ ../configure --prefix=/opt/gnuplot/5.4.1 --x-includes="/opt/xorg/libX11/1.6.12/include -I/opt/xorg/xproto/7.0.31/include -I/opt/xorg/kbproto/1.0.7/include/" --x-libraries=/opt/xorg/libX11/1.6.12/lib 
$ make
$ make install

動作確認

$ /opt/gnuplot/5.4.1/bin/gnuplot 

	G N U P L O T
	Version 5.4 patchlevel 1    last modified 2020-12-01 

	Copyright (C) 1986-1993, 1998, 2004, 2007-2020
	Thomas Williams, Colin Kelley and many others

	gnuplot home:     http://www.gnuplot.info
	faq, bugs, etc:   type "help FAQ"
	immediate help:   type "help"  (plot window: hit 'h')

Terminal type is now 'x11'
gnuplot> plot sin(x)