How to display an Heat Map (using Tableau or other BI tool)?
Set the latitude and put it under rows, select longitude and put it under cols. 
Select value and drop it to the center of the sheet.
And under the marks dropdown select filled maps.

Make sure you see filled maps in the dropdown and that the value column is selected for color.

Edit: Do this for gradual color in heatmap- 
click on color tab.
Select edit Color-now choose stepped color. This should do the work of filled maps with gradual colors.

Hope it was helpful.