I created an AdWords connection for a client last Tuesday BUT, they wanted it to download the data and write it to a mySQL database running on a Linux (Ubuntu) server. The script was written in PHP (their request).
Because of the authentication, I don't think it would be possible in Tableau ... if it's possible it wouldn't be easy. There are some commercial products around (either beta or pay by the month), there is some Alteryx macros that could help as well.
Personally, I like the approach my client took - manual code it to download into your database ... then the Tableau connection is just to a standard database, hopefully where the rest of your data is as well.
There's TONS of documentation on the AdWords API site, but I wouldn't expect to understand it on the first read through, it does take a while to get used to.
There is a Google Analytics connector in Tableau already. You will need to authenticate to the GA account. I am needing to connect to an AdWords account as well. I am not finding a connector for it, so I may look into the work around Chris McClellan mentioned above.
we've built such a connector - it can connect to Adobe Analytics, Bing Ads, Google AdWords, Google Analytics, Facebook Ads, Facebook Pages, Kochava
We're still in beta, as of this point, but we already have people using it.
You can read more about this here:
Hope this helps!