I have 3 vectors, x, y, z. Three different vectors’ elements represent the position of point in space (e.g. x(1), y(1), z(1) contains info about the first point’s position).
Now I need to realize a 3D representation of the entire set of points, and it should look like this:

Can someone help me? What function will be useful?
You need to create a projection transformation from your 3D world (x,y,z) to your image (X,Y). This may either be a plane projection or a perspective projection.
Once you have the projection you can do something like the following:
For each branch create a polygon out of each of the four points:
T(x[n],y[n],z[n])
T(x[n],y[n],0)
T(x[n+1],y[n+1],0)
T(x[n+1],y[n+1],z[n+1])
Color the polygons by a gradient changing by z to get the effect above.
Hopefully this will get you started.