Hello, Thomas. Your problem is called “mesh generation” (a.k.a tesselation) which is an entire research field in itself. Please, take a look at this: https://stackoverflow.com/questions/4882993/mesh-generation-from-points-with-x-y-and-z-coordinates for suggestions of libraries specialized on mesh generation.
VTK of course has such an algorithm in a class called vtkDelaunay3D but, as stated in the topic, Delaunay 3D may yield poor results depending, of course, on your input data set (point cloud).