<filename> is the name of the output file you specified with the -o option in PLplot. There must exist two files, the postscript file without text, <filename>, and the latex file with the text, <filename>_t.
The output file will be named <filename>.eps.
The Computer Modern Type 1 fonts will be included in the output eps file. If you intent to use the plot figure in LaTeX, just use a plain \include{<filename>_t} in your latex file.