Information about Lua is available at http://www.lua.org .
Syntax:
set terminal lua <target name> | "<file name>" {<script_args> ...} {help}
A 'target name' or 'file name' (in quotes) for a script is mandatory. If a 'target name' for the script is given, the terminal will look for "gnuplot-4#4target name5#5.lua" in the local directory and on failure in the environmental variable GNUPLOT_LUA_DIR.
All arguments will be provided to the selected script for further
evaluation. E.g. 'set term lua tikz help' will cause the script itself
to print additional help on options and choices for the script.