How does it work to have an array in gnuplot?
The simplest way to create an array is like this: array="1 2 3 4 5"
to address a element you simple use the word command (for the zeroth element e.g.):
word(array, 0)
In a real exercise you could use it e.g. to loop over files:
files="file1 file2 file3"
plot for [i=0:2] word(files,i) u 1:2 ti word(files,i)