How can I generate a Point Cloud from a depth map in Unity

Question

So I am quite new to Unity. I have a depthmap I generated with python. It consists of two arrays, one array with all the 3D points and one with the corresponding colors. I can match the points to the colors by index.

Now I want to show this depth map as a simple non-animated point cloud in unity. It is interesting to note, that the 3D-Points come from a 360° camera, so the Point cloud is supposed to be around the Unity Viewpoint.

Till now I attempted to use a mesh. I could just set the 3D points as the vertices and the colors as the colors of the mesh. Now I am having troubles defining the triangles for the mesh. When I am iterating over the points, I do not know what points in my array are the closest ones to the one I am currently looking at, because my points are not ordered. My Array for example would look like this:

[187 167 177]
[185 135 232]
[ 15 111 236]
[  1 111 236]
[201 167 177]

Even if I would order my points, my problem is, that I would have to change the color array accordingly. And even then, since my points go around the viewport, I would somehow have to decide on which side of the camera my points are, to not draw triangles through the open space.

Now my questions are: Do I have to use triangles for meshes? Is there another way to display simple Point Clouds?

Thanks in advance!