You typed
plot '< henon -B0 -Aa -l5000 | delay' with dots
in gnuplot and see nothing?
a) You followed the instruction too literally and forgot to replace a in -Aa by a real number between 0 and 2.
b) You have chosen an inappropriate value for a: either outside the interval [0,2] or one for which the trajectory settles down on a fixed point, which you overlooked in your plot.
c) If you plotted something else before, you perhaps adjusted by hand a range for x or y outside the range of the Henon data. Use set autoscale to undo this setting.