\documentclass[a4paper]{article}
\usepackage[pdf]{gnuplottex}
\begin{document}
\begin{gnuplot}[width=.3\textwidth]
plot sin(x)
\end{gnuplot}
\begin{gnuplot}
set grid
set title 'gnuplottex test'
set ylabel 'y'
set xlabel 'x'
plot exp(x) with linespoints
\end{gnuplot}
\end{document}