Okay finally got this to work. Under windows. Here is the fix.
Need the TDE-API file from Tableau like
TDE-API-C-Java-64Bit.zip
not the Tableau SDK file like
Tableau-SDK-C-Java-64Bit-9-3-0.zip
They contain the same files and both say they have the "DataExtract" classes, but they define them as different class names.
Once you have the TDE-API file extracted somewhere it can stay permanently add the "bin" directory to the windows PATH environment variable.
Copy the files from the "Java" directory of the TDE-API to the ${PDI_HOME}/plugins/steps/TDEOutputPlugin directory NOT the ${PDI_HOME}/plugins/steps/TDEOutputPlugin/lib directory. Otherwise it won't find the files.
Note this is all under PDI CE 6.1.0.1-196 on Windows.