I don't have big experience using ArcScene, and before 2 months I get ArcGIS. Now I need create 3d surface from text file, where I have point Nr., x,y and z coordinates.
You can try ASCII 3D to Feature Class, to convert your data, and then use one of the interpolation tools to create a raster, or the Terrain/TIN Management tool to create a Terrain/TIN. You will need 3D Analyst extension to do this however.