\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}