GMT has a lot of tests to create a map, including almost all of the modules, see details：https://github.com/GenericMappingTools/gmt/tree/master/test Here, I made some summaries to create a map legend by 'pslegend'. Note that my GMT version is gmt6, with more simple codes than that of gmt5.
Code
fig_name=MYlegend
fig_fmt=jpg
gmt begin $fig_name $fig_fmt
gmt pslegend -D2c/1c+w7c+jBR+l1.5c -C0.2c/0.2c -F+p+i+ggray80 << EOF
H 15p Times-Roman MY LEGEND
#this is the title
D 0.2c 1p
# boundary between title and legend
# symbol space legend type length (-) thickness,color space LegendName
S 0.8c - 0.8c - 1p,black 1.5c line
S 0.8c - 0.8c - 3p,gray60 1.5c thick gray line
S 0.8c - 0.8c - 1p,2_2_2_2:2p 1.5c dashed line
S 0.8c p 0.1c - black 1.5c point
S 0.8c s 0.4c black 0.1p 1.5c square
S 0.8c c 0.25c red 0.6p,black 1.5c red circle with black boundary
S 0.8c a 0.4c red 0.6,blue 1.5c red circle with blue boundary
S 0.8c f+r+f 0.8c/0.2c/0.2c - 1.0p,red 1.5c fault
EOF
gmt end
#-D[X]/[Y]+w[width]+jBR+l[line space]
#-C:space between legend and frame
#-F+p(frame1)+i(frame2)+g[background color]
read more or download the full script: https://github.com/mantle-warrior/GMT_SkillShare/tree/master/20190520GMT_legend
If you cannot open the link, copy it to your explorer.
