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http://www.cs.usask.ca/~wew036/latex/index.shtml Wenguang Wang's LaTeX Introduction
"LaTeX does not support drawing figures in WYSIWYG way. You need other software to draw figures, convert to eps, and import the eps file into your LaTeX file as explained in this file. Depends on the feature of your figure, different graphics packages may fit you.
Xfig -- xfig is a free graphics editor. If you like the WYSIWYG environment, and your figure cannot be easily represented by simple math equations, this probably is a suitable tool. Xfig can be installed easily on Unix or Windows. Here are some useful links about xfig:
Installing and running xfig on Windows
Xfig user's Manual
Other xfig related information
Xfig site
Matlab -- Matlab is commercial software. It can create bar charts, line graphs, pie charts then export them as EPS files.
Adobe Illustrator -- Illustrator is commercial software. It can open PDF files directly like an EPS. You can print figures from MS Office to PS, convert to PDF with Ghostscript+GSView or Acrobat and open them in Illustrator, edit and save to EPS.
Pstricks -- pstricks is a (La)TeX package which allow to use the major part of PostScript capabilities inside (La)TeX. Pstricks cannot be used together with pdfLaTeX.
MetaPost -- MetaPost is a graphics drawing language based on Knuth's MetaFont. It is very powerful and suitable for accurate figures that can be described by math equations. However, it uses text scripts and does not have a WYSIWYG interface. See these examples (pdf format). These examples are in Chinese.
Microsoft Powerpoint, Excel, Word or any other Windows software. After you draw your figures, you need to convert them to eps by a Postscript printer driver.
Install this Lexmark Color 4079 plus PS2 printer driver, which works for Windows 2000 and XP. This driver supports color prints besides black-white prints.
Select the installed printer from the print command of the software. Select the output to eps and save to a ps file(screenshot).
Open the ps file in GSView, and select File->"PS to EPS" to save to an eps file."