Firstly, in the Data Source tab in Tableau (or in your source data) you need to split the postcode based on the " " (space) separator, to get the first half of the postcode (e.g. NG6 from NG6 8AX). This is because mapping can only happen with the first half of UK postcodes, after that the detail is too granular to map.
Secondly, add this new field (named Geo Postcode in my attached workbook) to the chart and add Percentile of Deprivation to the Color mark. Change the chart to a Filled Map. If all of your geo-locations come up as Unknown (small note at the bottom-right of the chart), click on the note and Edit Locations, ensure the Country is set to United Kingdom.
I've attached my workbook for you to take a look at, let me know if you have any other questions. I think the missing section is NG11... postcodes as they had no space when I did the initial split. You can add the space in your source data and everything should come through.
Postcode Map.twbx 145.2 KB