Here is the syntax:
set terminal pdf {monochrome|color|colour}
{{no}enhanced}
{fname "<font>"} {fsize <fontsize>}
{font "<fontname>{,<fontsize>}"}
{linewidth <lw>} {rounded|butt}
{solid|dashed} {dl <dashlength>}}
{size <XX>{unit},<YY>{unit}}
and an example:
set terminal pdfcairo monochrome enhanced font "Times-New-Roman,12" dashed