Is it possibile in Adobe Illustrator to draw points by Coordinates P(x,y,z) (in 3D space) and connect it by line (in 3D space)? like Autocad?
No and yes, depends on a bit how you scope the word draw and possible*. No, there is no function for this but the same result can be accomplished even without this. There are tools inside illustrator that can calculate some of the projections for you. The data does not stay 3D as far as illustrator is concerned. Although, implementing this is not really rocket science and could be easily done if adobe wished to be a CAD application**.
Manually doing the projection is not terribly hard its just a point multiplied by a matrix or in artist friendly terms movement in 3 directions. Doing a front end to plot those lines is 50 lines of code (mostly for the GUI) for somebody who knows what they are doing. This is doing the same thing, but depends on how you frame your question (and yes its possible to rotate that data but not efficient)
Also the answer depends on what you consider to be inside illustrator if a EPS file that lies inside illustrator counts as drawing in illustrator then you can just type in the coordinates and draw it, even turn the image. But your mileage may vary you may not consider this a solution.
image 1: A group of houses cloned and rotated done in illustrator and a text editor.
* for me the answer is yes its possible
** As in could be done in a week. There are several other concepts too that would benefit for Graphics design like a constraints solver interface (which is in autocad but autocads implementation is horribly inefficient to use compared to say Creo or NX). But so far seems that the industry wants to simulate how paper works more than try to go beyond this.