At this point, I think it might be easier to show a simple script that can be used to generate data in a format that gnuplot can use to plot a cone:
I'll use python for 2 reasons. First, I know it pretty well, and second, it reads pretty much like pseudo-code, so it should be pretty clear what is happening even if you don't know python.
import math
h = 2
points_u = map(float,range(-h,h+1)) #[-2.,-1.,0.,1.,2.]
NTHETA = 12 #number of points in theta for the cone
dtheta = 2.*math.pi/NTHETA
points_theta = [dtheta*i for i in range(NTHETA+1)] #list of points in theta
with open('data.txt','w') as fout: #open an output file for the data
for theta in points_theta:
for u in points_u:
#This is how to plot a cone parametrically
#Here I unravel the cone into it's x-y-z components
#The important part is that within the inner loop,
#we're writing data along a single theta. In other words,
#within the inner loop, we write a single straight line which
#is on the surface of the cone.
x = (h-u)/h*math.cos(theta)
y = (h-u)/h*math.sin(theta)
z = u
fout.write('%f %f %f\n'%(x,y,z))
#After the inner loop, you need to insert a blank line to let gnuplot know
#that the particular "scan" is over and it is supposed to start a new "scan"
#After all is said and done, gnuplot will connect the points.
fout.write('\n')
Now this generates a datafile data.txt. To plot this datafile in gnuplot, you can simply do:
set surface
#set hidden3d #This makes the object "non-transparent"
splot 'data.txt' using 1:2:3 with lines