Source texture is black and white map. Background is black and there is white arrow inside of texture. Now I need create 3d mesh from white color. Any kind of 3D program, 3Ds max, ...
Well it really depends on what you need the mesh to do. (a jpeg is not a good source for this data) What i would do is use the original vector image but you can vectorize it later in for example illustrator or Photoshop:
in photoshop:
In your 3d app:
img 1: raw n-gnon mesh and its triangulated counterpart. Done with maya and photoshop (using python)
img 2: Same technique different picture just to show that the technique does scale
If you don't want to use a 3d app then use a vector tracing code to make a vector trace extruding that is pretty easy just duplicate the vector at a different elevation then connect vertices and fill the holes.
Code for tracing can be found at for example http://autotrace.sourceforge.net/index.html