I was using gnuplot in Ubuntu with wxt terminal, and when I type in plot sin(x), I get an error message:
Unable to init server: Could not connect: Connection refused 23:00:40: Error: Unable to initialize GTK+, is DISPLAY set properly? Failed to initialize wxWidgets.

gnuplotexpects a graphical environment. Ingnuplot,help set terminalwill show other choices.figandpngare file formats - you will need to redirect their terminal output to a file, which you may then copy to and view in your Windows GUI if your Ubuntu system is CLI only.