Install SWIG

PLplot uses SWIG to generate bindings for Java (not currently available for modern MinGW, but promised for the future), Python, and Lua.

Download http://prdownloads.sourceforge.net/swig/swigwin/swigwin-1.3.40/swigwin-1.3.40.zip and unpack it. The result is a subdirectory called swigwin-1.3.40 in your current location. To give access to swig from the PLplot CMake-based build system, put that subdirectory on your PATH.