So you have something like this?
You could convert this to a polygon, but the problem is that Tableau won't know the order in which to connect the dots, so you'll get something like this:
If you were to able to specify the order in which they should be connected, then that field could be dragged to Path in order to get the polygon you're looking for.
this looks rather messy when I click "Polygon" instead of "Automatic" :-)
How do I specify the order?
You'd need some other field in your data that specifies the order. You could add that field manually, but that would probably be painful. But if you have it, you'd just drag it to Path.