Exploring Meshlab: http://meshlab.sourceforge.net/

At the given link, it is said Meshlab does a lot of things, some of them which seems worth exploring are:

• Input/output: Point Clouds support. Now 3D files that are composed only by points are well supported in PLY and OBJ format.
• Mesh cleaning operations.
• Interactive Mesh Painting
• OpenGL Shader based rendering (write your own shader!) compatible with Typhoon Lab's Shader Designer 

It's a bit sad (no use some other milder/appropriate word: disappointing, unconventional, weired, noticeable) that there is no link to any tutorial in the official site. Probably the purpose is different.

Taking things step by step I have *.pcd file, I want to open it in Meshlab and create a mesh out of it.
But before that I need basics of mesh lab.

• Seems good: https://www.youtube.com/watch?v=37gFU-pfQ84
• They showed shark.ply and blade.ply
• There are some ply files at: http://people.sc.fsu.edu/~jburkardt/data/ply/ply.html
• Seems: https://groups.google.com/forum/#!topic/openkinect/0qSRx8f9KPc could answer me how to convert pcd files to mesh.