How are they achieved? Is there some script for Illustrator which alters the image adding the shapes according to the colors or shades? How would I transform a normal image of Marilyn Monroe for example, to a polygonal illustration of her?
As I mentioned in the comments, these illustrations were most likely done by hand, as the level of complexity, detail and 'originality' is not something you can achieve with a script.
You could potentially use effects like Mosaic (with triangular shapes), but the results are not nearly as good as your samples. Your best approach would be to draw each color area yourself.
However, I found this process that actually seems to give some nice results:
However, the script is not available in the website, you need to contact the owners if you want to use it.