gnuplot has very good help / documentation. Just type help plot or help vector to learn more about how to draw vectors in gnuplot.
The 2D vectors style draws a vector from (x, y) to (x + xdelta, y + ydelta).
A small arrow is drawn at the end of each vector.
4 columns: xy xdelta ydelta p>
This means that your input file must contain 4 columns, where the first two columns define the initial (x, y) position of the vector / arrow and its last two directions (x, y):
# file.dat 0 0 .5 .5 0 1 -.5 .5 1 1 1 0
Now enter the following command
plot "file.dat" using 1:2:3:4 with vectors filled head lw 3
gives the following result: 
Drawing vectors with the set arrow command
Consider using the set arrow command if you only need to draw a few vectors / arrows (for example, to highlight some points on the graph).
set arrow 1 from pi/2,1 to pi/2,0 set arrow 2 from pi*3/2,-1 to pi*3/2,0 plot[0:2*pi] sin(x)

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