Installing RPMs on AIX is generally a nightmare due to the sheer number of dependencies and the lack of a tool such as YUM, however here is how I did it. My test system is directly connected to the Internet and so I downloaded the packages using WGET. If your system is not connected you will need to use a laptop (or similar) to download the software and then transfer it to the AIX system.
It is important to remember that RPM versions are changing all the time so the links may need to be modified/updated.
1. Installing the RPMs
wget http://www.oss4aix.org/download/RPMS/gnuplot/gnuplot-4.6.4-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/glib2/glib2-2.34.3-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/libffi/libffi-3.0.13-1.aix5.1.ppc.rpm
rpm -Uvh ./glib2-2.34.3-1.aix5.1.ppc.rpm ./libffi-3.0.13-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/pango/pango-1.24.5-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/libthai/libthai-0.1.18-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/libdatrie/libdatrie-0.2.4-1.aix5.1.ppc.rpm
rpm -Uvh ./libthai-0.1.18-1.aix5.1.ppc.rpm ./libdatrie-0.2.4-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/libXrender/libXrender-0.9.8-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/renderproto/renderproto-0.11.1-1.aix5.1.ppc.rpm
rpm -Uvh ./libXrender-0.9.8-1.aix5.1.ppc.rpm --force --nodeps (Had to do this as my AIX-rpm was too new)
rpm -Uvh ./pango-1.24.5-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/lzo/lzo-2.06-1.aix5.1.ppc.rpm
rpm -Uvh ./lzo-2.06-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/libXpm/libXpm-3.5.10-2.aix6.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/xorg-compat-aix/xorg-compat-aix-1.2-1.aix5.1.ppc.rpm
rpm -Uvh ./xorg-compat-aix-1.2-1.aix5.1.ppc.rpm ././libXpm-3.5.10-2.aix6.1.ppc.rpm --force
http://www.oss4aix.org/download/RPMS/lua/lua-5.2.2-1.aix5.1.ppc.rpm
rpm -Uvh ./lua-5.2.2-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/pixman/pixman-0.28.2-1.aix5.1.ppc.rpm
rpm -Uvh ./pixman-0.28.2-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/libxcb/libxcb-1.7-1.aix5.1.ppc.rpm
rpm -Uvh ./libxcb-1.7-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/librsvg2/librsvg2-2.34.2-1.aix5.1.ppc.rpm
rpm -Uvh ./librsvg2-2.34.2-1.aix5.1.ppc.rpm
http://www.oss4aix.org/download/RPMS/gtk2/gtk2-2.20.1-2.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/jasper/jasper-1.900.1-2.aix5.1.ppc.rpm
rpm -Uvh ./jasper-1.900.1-2.aix5.1.ppc.rpm
http://www.oss4aix.org/download/RPMS/libpng/libpng-1.6.6-1.aix5.1.ppc.rpm
rpm -Uvh ./libpng-1.6.6-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/atk/atk-1.32.0-1.aix5.1.ppc.rpm
rpm -Uvh ./atk-1.32.0-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/libtiff/libtiff-4.0.3-1.aix5.1.ppc.rpm
rpm -Uvh ./libtiff-4.0.3-1.aix5.1.ppc.rpm --nodeps
wget http://www.oss4aix.org/download/RPMS/librsvg2/librsvg2-2.34.2-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/libart_lgpl/libart_lgpl-2.3.21-1.aix5.1.ppc.rpm
rpm -Uvh ./libart_lgpl-2.3.21-1.aix5.1.ppc.rpm
wget http://www.oss4aix.org/download/RPMS/libcroco/libcroco-0.6.5-1.aix5.1.ppc.rpm
rpm -Uvh ./libcroco-0.6.5-1.aix5.1.ppc.rpm
rpm -Uvh ./gnuplot-4.6.4-1.aix5.1.ppc.rpm ./cairo-1.12.14-1.aix5.1.ppc.rpm ./librsvg2-2.34.2-1.aix5.1.ppc.rpm ./gtk2-2.20.1-2.aix5.1.ppc.rpm
2. Download the demo packages
wget http://sourceforge.net/projects/gnuplot/files/gnuplot/4.6.4/gnuplot-4.6.4.tar.gz
gzip -dc ./gnuplot-4.6.4.tar.gz | tar xvf -
cd gnuplot-4.6.4
3. A quick test:
set your $DISPLAY variable and run: gnuplot
Enter the command "test" and this should open a new X-Window
4. Useful links
http://cairographics.org/
http://www.gnuplot.info/