We make polythene by joining together molecules of ethene. Like all alkenes, ethene is an unsaturated hydrocarbon. This means it hasn't made as many bonds as it could - it has the capacity to make more bonds.
In the case of ethene, the spare capacity comes from the double bond between its two carbon atoms. If we break this double bond into a single bon, each of the carbons has the ability to bond onto something else. By mixing lots of ethen molecules together, we can make them join onto each other - like links in a chain.
In this way, a chain of ethenes links up to make 'poly-ethene', or polythene.
Polythene is not made on the refinery. However, the refinery produces the ethene (and other unsaturated monomers) and supplies them to the chemical plant next door.