example.tex

\documentclass[a4paper, 11pt]{article}

% PACKAGES
\usepackage[english]{babel}
\usepackage{pgfplots}

%DOCUMENT
\begin{document}

% This command shows why pgfplots is a good option: When changing the font of
% your latex document the fonts inside your plot will be changed accordingly.
% For this example to work the 'Palatino' font must be installed
\renewcommand*\rmdefault{ppl}

\begin{figure}
    \centering
    \includegraphics[width=\linewidth]{awsome_plot.png}

    \caption{This plot shows the png image.}
    \label{fig:png}
\end{figure}

\begin{figure}
    \centering
    \includegraphics[width=\linewidth]{awsome_plot.pdf}

    \caption{This plot shows the pdf image.}
    \label{fig:pdf}
\end{figure}

\begin{figure}
    \hspace{-2.75cm}
    \input{awsome_plot.pgf}

    \caption{This plot shows the pgf plot.}
    \label{fig:pgf}
\end{figure}

\end{document}