You have to use polygons:
from matplotlib import pyplot as plt
from mpl_toolkits.mplot3d.art3d import Poly3DCollection, Line3DCollection
import numpy as np
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')
# vertices of a pyramid
v = np.array([[-1, -1, -1], [1, -1, -1], [1, 1, -1], [-1, 1, -1], [0, 0, 1]])
ax.scatter3D(v[:, 0], v[:, 1], v[:, 2])
# generate list of sides' polygons of our pyramid
verts = [ [v[0],v[1],v[4]], [v[0],v[3],v[4]],
[v[2],v[1],v[4]], [v[2],v[3],v[4]], [v[0],v[1],v[2],v[3]]]
# plot sides
ax.add_collection3d(Poly3DCollection(verts,
facecolors='cyan', linewidths=1, edgecolors='r', alpha=.25))
plt.show()
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