If you wish to include images in your LaTeX output, do so
using the standard graphics package. That is, include in
your file the command \usepackage{graphics} (if
you're obliged to use the old LaTeX2.09, you can use the
epsf option to the document style). Include
the graphics with the command
\starincludegraphics{file.eps}. So how do you
produce the postscript?
An important point is that the postscript should be
encapsulated postscript. This is postscript intended to be
incorporated within another document: it has a BoundingBox
comment at the top of the file, and typically has the extension
.eps.
See Section 3.2 for details of how to produce EPS plots from gnuplot and IDL.
If it's diagrams you want to produce, then xfig has its adherents.
There's a large manual page for xfig, but you can do pretty
well just starting it up, and pointing and clicking.
If point and click isn't your style, try MetaPost.
This is a variant of Knuth's MetaFont (which is used for
designing TeX fonts), which produces postscript instead. To
produce a document using MetaPost, you produce a text file
specifying the objects you want to draw and their spatial
relationships. It can be hard work, but the results can
look very good. If you wished to automate producing
diagrams, perhaps because you want to produce a set of
diagrams which are systematically different, then MetaPost
could very well help you with this. See
.../texmf/doc/metapost under the (Starlink) TeX
tree for further details.