Yes, Ben is right. I would also recommend downloading the Sketch plugin and importing into the file into Figma.
Just know that converting elements from the Components & Templates pages into your own Figma symbols is very time consuming (i.e. having to create new symbols for headers, colors, tables, etc). On the bright side, there aren't many styleguides online as comprehensive as Polaris -- so it's still worth it and is probably your best bet.
@stephenasonye you download the UI kit here: https://polaris.shopify.com/resources/polaris-ui-kit then import into your Figma dashboard.
Tutorial from Figma here: https://help.figma.com/hc/en-us/articles/360040514273-Import-files-from-Sketch