Amazon Athena is currently not supported by Tableau Prep, and I have been unable to find any reference to when prep is planned to be able to support the data sources available in the other Tableau Products so here goes:
My Idea is for Tableau Prep to support connections to Athena, Ideally this should function similarly to Tableau Desktop's Athena connector.
Looking forward to using Prep once this is resolved, sadly it i useless for us now as all our data is accessed through Athena.
--> Community Manager update [Ciara Brennan]
Connect to your data in Amazon S3 with the new Athena connector (feature #109102)
All Releases | Tableau Software Tableau 2019.2 release