Current octave for windows ships not full featured gnuplot. Therefore you cannot use pull gnuplot graphics toolkit
features (e.g. cannot use cairo based devise like "-dpdfcairo"). If you want use full features of gnuplot_graphics toolkit, please use the following instruction
Download and install gnuplot if you do not have it. You can find the windows installer in the [https://sourceforge.net/projects/gnuplot/files/gnuplot/ gnuplot web site for Files section] The latest version is 5.0.3.