I use POINTCLOUDINDEX to convert .las file to .pcg file, then I use POINTCLOUDATTACH to add .pcg file to model space.
How can I get the 3d coordinates of points in .pcs files?
I use ObjectARX in .net.
I can't find any Entity types related to pointcloud, should I find in other namespace?
Have a look at the API's in ObjectARX SDK (from 2011) .\inc\AcPointCloud.h.
In particular you may need the acdbProcessPointCloudData(...) API