I have found a way on how I could do it
1. Download/ get needed shape file
2. Use Alteryx workstream to get needed IDs
3. create Polygon Map in Tableau ( video available in training section)
You are correct, if you have the shapefile directory you could use a tool, such as Alteryx to convert to a Tableau data extract containing polygons.
There are other methods as well: http://onlinehelp.tableau.com/current/pro/online/windows/en-us/help.htm#maps_shapefiles.html?startURL=%2Farticles%2Fknow…
If you have successfully created the TDE for Sierra Leone (or any other country not currently detailed in our mapping service) you might consider sharing it with other Tableau users via Tableau Mapping « Democratising The World's Mapping Data
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