We present a data-driven point of view for rare events, which represent conformational transitions in biochemical reactions modeled by over-damped Langevin dynamics on manifolds in high dimensions. We first reinterpret the transition state theory and the transition path theory from the optimal control viewpoint. Given point clouds sampled from a reaction dynamics, we construct a discrete Markov process based on an approximated Voronoi tesselation. We use the constructed Markov process to compute a discrete committor function whose level set automatically orders the point clouds. Then based on the committor function, an optimally controlled random walk on point clouds is constructed and utilized to efficiently sample transition paths, which become an almost sure event in $O(1)$ time instead of a rare event in the original reaction dynamics. To compute the mean transition path efficiently, a local averaging algorithm based on the optimally controlled random walk is developed, which adapts the finite temperature string method to the controlled Monte Carlo samples. Numerical examples on sphere/torus including a conformational transition for the alanine dipeptide in vacuum are conducted to illustrate the data-driven solver for the transition path theory on point clouds. The mean transition path obtained via the controlled Monte Carlo simulations highly coincides with the computed dominant transition path in the transition path theory.