Thanks for your help. I tried yours and the Andreas method. None of
them worked. Finally I made this:
export PATH=$PATH:/usr/local/share/TeXgraph/
Now I can launch TeXgraph from shell because the TeXgraph and
TeXgraphCmd are now in my path. But I get a lot of message about the
content of "/offray/macros" not being present and the TeXgraph GUI
opens without any problem. I made a symlink from the macros directory
to /home/offray and after that I didn't get any other message and
TeXgraph is launching fine, but still I can't use TeXgraph inside
TeXmacs.