Most frequently polymers are rendered heat conducting by adding high heat conductivity ceramics (e.g. BN, AlN, alumina, ZnO), or by addig metals, or other electrically conducting additives as carbon black, carbon fiber, carbon nanotube, graphene etc.

The question is, whether you need electrically insulating heat conductive compounds - in this case you need to use ceramics, or electrically conductive ones - in this case you may use carbon or metals.

Polymer heat conductivites are in the order of 0,1-0,2 W/mK, which can be increased at best to 5-10 (these are very high values at high filler loading). Highly filled polymers cannot be processed easily. You can buy high heat conductivity thermosets (epoxies) or rubbers (e.g. silicone rubbers).