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The following Knowledge Base article describes the best way to use KML data in Tableau Desktop:
Hi Bozidar, do you use Alteryx at all?If so, there is a tool available from The Information Lab to convert shapefiles into polygon images suitable for Tableau.
Although I now have Alteryx (and can attest that the ShapeFile to Polygon converter is awesome!!), before that I used to do them manually in QGIS (which you mentioned you are familiar with)...here the instruction I wrote on how to do it
Tableau did demo (at TC15) loading ShapeFiles directly into Tableau (as a supported file format)...but have not seen (or heard anything) about it since then (and it's not in T10 )
Hope that helps.
As Simon Runc says you may not have to wait too much longer for better native spatial support in Tableau. I saw this slide via Twitter a few months back which says that support for Shapefile, GeoJSON, KML, and MapInfo is "coming soon". Maybe there will be an update at TC16? We'll find out soon enough..
If you want to use DWG, KML, GeoTIFF, ArcSDE, and other sources, or require some data transformation, then you can also look at our FME Desktop trial. One of our Swiss partners shared an example which may be of interest to you that walks through importing data from an Esri File Geodatabase into Tableau using this approach.