To generate a plot start by setting the paper size. I have found that sometimes the default canvas size (in pixels) will show, so consider also creating a canvas with a specified size (aspect ratio) beforehand. Next, draw the plot and save it with a .tex extension.
gStyle->SetPaperSize(7.,4.);
plot->Draw();
gPad->Print("plot.tex");
The source file of the plot can be editted after it has been saved - you can change the axis labels, add unicode or latex characters and even change colors/sizes of every element if you're proficient in tikz.