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You can start an interactive session of the different Gurobi interfaces, by loading the corresponding modules and then starting their interpreter.

Python interface:

[sfux@eu-login-06 ~]$ module load new gcc/4.8.2 python/2.7.12 gurobi/7.0.2
Autoloading openblas/0.2.13_seq
[sfux@eu-login-06 ~]$ python
Python 2.7.12 (default, Nov  2 2016, 13:46:00) 
[GCC 4.8.2] on linux2
Type "help", "copyright", "credits" or "license" for more information.

Gurobi Interactive Shell (linux64), Version 7.0.2
Copyright (c) 2017, Gurobi Optimization, Inc.
Type "help()" for help


Matlab interface:

[sfux@eu-login-08 ~]$ module load new matlab/9.1 gurobi/7.0.2
[sfux@eu-login-08 ~]$ matlab
MATLAB is selecting SOFTWARE OPENGL rendering.

                                                 < M A T L A B (R) >
                                       Copyright 1984-2016 The MathWorks, Inc.
                                        R2016b ( 64-bit (glnxa64)
                                                  September 7, 2016

To get started, type one of these: helpwin, helpdesk, or demo.
For product information, visit

R interface:

[sfux@eu-login-05 ~]$ module load new gcc/4.8.2 r/3.4.0 gurobi/7.0.2
Using OpenBLAS build of R-3.4.0
[sfux@eu-login-05 ~]$ R

R version 3.4.0 (2017-04-21) -- "You Stupid Darkness"
Copyright (C) 2017 The R Foundation for Statistical Computing
Platform: x86_64-slackware-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

  Natural language support but running in an English locale

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library('gurobi')
Loading required package: slam

Please note that interactive sessions on the login node must only be used for very small test cases. All resource-demanding computation need to be submitted as a batch job.