If you wanto to lend coins, you have to transfer funds from your Poloniex Exchange balance to your Funding balance.
Those are internal balances managed by Bitfinex and you can freely move funds from ono to the other instantly and with no cost.

Go to your Bitfinex account menu, and the Wallet link


Then choose the amount you want to transfer from your Exchange balance (your main balance) to your Funding Balance:


And that's it! As soon as PAL detects your funding balance, it will start working on your loans.


Related links:
Transferring To Lending account (POLONIEX)
How it works
Setting up Api Keys