I suggest you visit http://tableaumapping.bi/category/uk/ for UK boundaries (and for other countries around the world). There is a video on website which shows how to put the boundary files into Tableau and plot the polygons Help « Tableau Mapping and there's a couple of great blogs Hopefully the last word on UK postcode mapping in Tableau - The Information Lab.
I hope this will get you started.
Thanks so much, I'll give it a go now!
I noticed this is still unanswered. How did you get on with those sources?
PS Will you be at the London User Group next month?