There are many ways in which you can load data into Tableau. The easiest and most familiar way could be loading data from excel. You may also load data from any MySQL file.
Go to> Data>New Data source (or use short cut key CTRL + D) File and click open to reach the window for loading data.
The new window will show you a number of data sources. You can choose for example excel worksheet to import data into Tableau.
You can bring data in a Tableau by connecting to a SQL database.
Tableau provides you tool to bring only specific data that you want to analyze from a huge SQL database. You just need SQL commands to access specific data, for example, only sales/gender. Once you connect SQL database you can use the option custom SQL query too.
For people who are interested in social sciences such as demography, public health, and economics, there is built-in fast access to world development indicators. You can import directly development indicators such as infant mortality rate, population, and expenditures on health, etc.
Once you select the file/source of data to be imported in Tableau, click open, the data will come to the left of the navigation area in the Tableau window.