I believe this should be a standard tool on Alteryx, probably under the Reporting tools group.
Here's how to use it if you have not used Macros:
- Save it in a folder
- Go to Alteryx and right click on your workflow
- Select "Macros" and brows for the Macro file you saved
- It will be added as a tool
- Connect it to an input
- On the left side of the screen, select the column you want to add commas to
- Run the workflow
This workflow uses a Python script to add the commas. There might be easier ways, but Python is very effective at this type of tasks.