You can define a figure first, then define each plot separately. Below is a minimal example. You can find more detailed examples here (just focus on the plots).
import numpy as np
import matplotlib.pyplot as plt
t = np.linspace(1, 10, 1000)
plt.figure(figsize=(10, 6))
line1, = plt.plot(t, np.sin(t * 2 * np.pi), 'b-', label='$sin(t)$')
line2, = plt.plot(t, np.cos(t * 2 * np.pi/2), 'r--', label='$sin(t)$')
line3, = plt.plot(t, (np.sin(t * 2 * np.pi))**2, 'k.-', label='$sin(t)$')
plt.legend(loc='upper right')
