I am looking for a library, example or similar that allows me to loads a set of 2D projections of an object and then converts it into a 3D volume.
For example, I could have 6 pictures of a small toy and the program should allow me to view it as a 3D volume and eventually save it.
The object I need to convert is very similar to a cylinder (so the program doesn't have to 'understand' what type of object it is).
There are several things you can mean, I think none of which currently exists in free software (but I may be wrong about that), and they differ in how hard they are to implement:
First of all, "a 3D volume" is not a clear definition of what you want. There is not one way to store this information. A usual way (for computer games and animations) is to store it as a mesh with textures. Getting the textures is easy: you have the photographs. Creating the mesh can be really hard, depending on what exactly you want.
You say your object looks like a cylinder. If you want to just stitch your images together and paste them as a texture over a cylindrical mesh, that should be possible. If you know the angles at which the images are taken, the stitching will be even easier.
However, the really cool thing that most people would want is to create any mesh, not just a cylinder, based on the stitching "errors" (which originate from the parallax effect, and therefore contain information about the depth of the pictures). I know Autodesk (the makers of AutoCAD) have a web-based tool for this (named 123-something), but they don't let you put it into your own program; you have to use their interface. So it's fine for getting a result, but not as a basis for a program of your own.
Once you have the mesh, you'll need a viewer (not view first, save later; it's the other way around). You should be able to use any 3D drawing program, for example Blender can view (and edit) many file types.
2D image projections to 3D Volume