Concatenating strings using the .c operator columnhead()works in gnuplot v4.6 ( documentation ):
set terminal pngcairo enhanced truecolor size 480,320 fontscale 0.8
set output 'autotitle.png'
set key left Left
plot for [i=2:4] 'data.txt' u 1:i w l t 'f(x) = '.columnhead(i)

, , , : set key title 'f(x)'.
data.txt, :
x 100x x^3 2^x
1 100 1 2
2 200 8 4
3 300 27 8
4 400 64 16
5 500 125 32
6 600 216 64
7 700 343 128
8 800 512 256
9 900 729 512
10 1000 1000 1024