It is a built-in plugin in TeXmacs. If you need to customize it, please install it under the $TEXMACS_HOME_PATH:
# For GNU/Linux or macOS
git clone -b v1.99.19 https://github.com/texmacs/octave.git $HOME/.TeXmacs/plugins/octave
# For Windows (Please use CMD or manually expand the %APPDATA% variable)
git clone https://github.com/texmacs/octave.git %APPDATA%\TeXmacs\plugins/octave
-b v1.99.19 means that the octave plugin cloned is the same as the built-in one in GNU TeXmacs v1.99.19.