We will start off using the file data in your directory. Using the GMT utility minmax we find the extent of the data region:
minmax data
which returns
data: N = 7 <1/5> <1/5>
telling us that the file data has 7 records and gives the minimum and maximum values for the first two columns. Given our knowledge of how to set up linear projections with -R and -JX, try the following:
To simply plot the data as a line we choose no symbol and specify a pen thickness instead:
psxy data -R -JX -P -B -W0.5p >! plot.ps