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Tableau has many in-built functions but if I want to create my own functions and save it, is it possible to do so?

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You can't create functions in Tableau, you can only mix and use the functions available to create your own methods/logic. Personally, I use Google Keep to store any snippets (from real code to Tableau functions) that I believe will be used later.

If you need to heavily manipulate your data, Tableau recommends to do it in the database level (i.e. using custom SQL queries) or using a data blending/cleaning tool (an opensource that comes to mind is Pentaho Data Integration).

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