Labels and Suchlike

(The defaults in all cases are to omit the label.)
set xlabel "label"
Define the label that appears below the x-axis.

set ylabel "label"
Define the label that appears beside the left y-axis.

set x2label "label"
Define the label that appears above the upper x-axis.

set title "label"
Define an overall label for the plot.

set label "label" at x,y
Place a label at the specified location (specified in "plot" units).

set arrow from x,y to r,s
Draw an arrow between the specified points (in "plot" units).

set [no]key
Show [don't show] a key identifying each graph.