In the "Requirements" section of ob-gnuplot.el's header comment, the link given for gnuplot-mode no longer works. The same broken link is also present in org-manual.org.
Since gnuplot-mode is available on MELPA, I think the most helpful advice for people trying to set up org-babel-gnuplot would be to install it from there. Emacs : GNU Emacs 26.1.50 (build 1, x86_64-pc-linux-gnu, GTK+ Version 3.22.30) of 2018-10-11 Package: Org mode version 9.1.9 (release_9.1.9-65-g5e4542 @ /nix/store/x7b40y4pxp69h343akhaj4fb9fspacdq-emacs-26.1.50/share/emacs/26.1.50/lisp/org/)