I am trying to create a complex 3D shape in Adobe Photoshop, like the shape pictured below. Is this possible? Are there any tutorials available? I was unable to find any. Thanks.
To make the answer official ...
Photoshop is not the tool you want to use for this. A dedicated 3D app will make your life much less painful. As pointed out in the comment, you would essentially have to do this by hand.
The Blender/3D SE Area 51 proposal has been committed and a beta should pop up soon. Put your name on the list and ask more there.