I have a surface plotted with splot and I wanted to know if it is possible to have an output where it's possible to rotate or zoom or even to have a 3D pdf. I am new with Gnuplot.
Nope. Sorry. Nothing like that is available in gnuplot.
You can embed mouseable 2D plots with zoom capability in SVG or HTML5 documents, but there is not currently any provision for interactive rotation of embedded 3D plots.