You will not be able to create the surface until you understand the requirements of Unigraphics. I will explain with the pro/e example, try to find the same functions in Unigraphics:

-In Pro/E there is a type of surface (or solid) called a swept blend. It is constructed by joining two or more 2D curves.

-The 2D curves that compose the swept blend surface can be created in pro/e or they can be described by a series of points stored in a file. (This function is what you are looking for)

Check if Unigraphics has this function, if it does you should not require any additional software.

I believe PC-DMIS has reverse engineering capabilities.

Which software are you using?, how are you probing the part?, does the CMM has a scanning head?

Bruno