Wavelet transform 3D plot for CoP
Basically, I see a plot of a 2D function of discretized scale and translation parameters. Instead of a smooth 2D surface, it looks like 1D plots of coefficients  at all scales $s_n$, put behind each other along each location $\tau_n$ on the translation axis. And each 1D plot is colored in a level-set fashion: the  "vertical" coloring below the 1D curve is related to the amplitude, potentially with color cycling: red for low amplitudes, then yellow, green, cyan, blue, magenta, red (for high amplitudes). This is apparently an instance of a waterfall plot:


  curves are staggered both across the screen and vertically, with
  'nearer' curves masking the ones behind


with amplitude coloring. So:


Coefficients (absolute value) gives you the height of the 1D curve (top) and the coloring below.
You don't have approximations and details with CWT. This is not DWT. "Only" low-scale to high-scale "detail" coefficients. There is not father wavelet or scaling function in that case.
Yes, without special settings, standard wavelet codes compute coefficients at each sample.


Alternatively, you can draw ribbon plots, with a Matlab code for the color (ribboncoloredZ.m):