Smoke simulation into a mesh

How to create a mesh out of smoke simulation ?

This is not supported, the smoke sim data was simply not meant to be used this way.

That said, if you have access to Houdini you can import Blender 2.77’s new OpenVDB caches, strip away the grids you don’t want, then convert it to a mesh. Most of the functions it uses for this are built in to OpenVDB library, so hopefully they will be supported in Blender in a future version.