Install libGD

git clone https://github.com/libgd/libgd.git
git checkout gd-2.2.5
mkdir build; cd build ; ccmake ..; make -j 32 ; make install

Install GNUPLOT

git clone git clone https://git.code.sf.net/p/gnuplot/gnuplot-main gnuplot-gnuplot-main
git checkout 5.2.6

git source is missing configure script. Download gz version
./configure --prefix=/opt/apps/gnuplot/5.2.6 --with-cairo --with-latex --with-gd=/opt/libs/libgd/2.2.5
make -j 32; make install