Lat/Lon will only give you "points" on a map, not boundaries. You'll need polygon data (geometry) to get to the view you're looking for. Polygons are a collection of points, with a particular path order (Path ID) to denote how the polygon should be drawn.
Don is right - the file you want is a shp (shape file) but DMA's are a nielsen thing and not readily available form sources like tiger or the census bureau -
suggest you check on line and see if you can find a shape file for dma's (please let me know if you do) of if someone has a zip to dma cross reference - it wont be exact but close - you could bring that into tableau and convert it to a geo dimension based on zip