Polynomial Features is included for next version of scikit-learn and is not available in 0.14.1. Please update to 0.15-git if you want to use it. The same holds for make pipeline.
To get the bleeding edge version:
git clone git://github.com/scikit-learn/scikit-learn.git
python setup.py build_ext --inplace
Please read: http://scikit-learn.org/stable/developers/index.html#git-repo