Initially, I had quartz and gunplot 5.0.0 installed. However, I could not load my x11 window (everything else was file-X11 was somehow unknown).
Here is a workaround that 'worked for me'.
Go to the gunplot source folder
then in the "configure" file under the following lines
# Standard set of common directories for X headers.
# Check X11 before X11Rn because it is often a symlink to the current release.
---added the location of my X11 files also
sudo make install
worked perfectly for me as you see below
G N U P L O T
Version 5.0 patchlevel 0 last modified 2015-01-01
Copyright (C) 1986-1993, 1998, 2004, 2007-2015
Thomas Williams, Colin Kelley and many others
gnuplot home: http://www.gnuplot.info
faq, bugs, etc: type "help FAQ"
immediate help: type "help" (plot window: hit 'h')
set to 'x11'.