Comments are supported as follows: a `#` may appear in most places in a line and `gnuplot` will ignore the rest of the line. It will not have this effect inside quotes, inside numbers (including complex numbers), inside command substitutions, etc. In short, it works anywhere it makes sense to work.
See also `set datafile commentschars` for specifying comment characters in data files. Note that if a comment line ends in '\' then the subsequent line is also treated as a comment.