To build an heatmap in Tableau you need one or more dimension(s) (the blue labels) and one on more measure(s) as detailed in the "show me" button on the top right.
Basically what you want to do is to bring dimensions in the row and column shelf, like in the screenshot below:
Without your workbook to play with and see the data it's hard to be more precise.
Hope this helps!
Thanks for the response. I have built several simple heat maps like you described above. What I'm trying to figure out is if I can break it down using categories and sub categories like my screen shot is laid out. Unfortunately I cannot publish my workbook. Let me know if that makes sense.
Nevermind! I got it, just had to rearrange a few things. Thanks!