How do I convert a UDim2 into a Vector3?

Use mouse.UnitRay and create a ray instead.

This is what i do in my script

-- Some variables are outside of this
RunService.Heartbeat:Connect(function()
                    local mouseRay = Mouse.UnitRay
                    RayInfo.FilterDescendantsInstances = {Tycoon, Character}
                    RayInfo.FilterType = Enum.RaycastFilterType.Blacklist

                    local raycastResult = game.Workspace:Raycast(mouseRay.Origin, mouseRay.Direction * 1000)

                    if raycastResult then
                        local hit = raycastResult.Instance
                        if hit and not string.find(hit.Parent.Name, "Tycoon") then
                            if hit:IsA("Part") and hit.Name:lower() == "baseplate" then
                                goodToPlace = true
                                SetModelBrickColor(Tycoon, BrickColor.new("Bright green"))
                            else
                                goodToPlace = false
                                SetModelBrickColor(Tycoon, BrickColor.new("Really red"))
                            end

                            local Pos = raycastResult.Position

                            local X = Pos.X
                            local Y = Pos.Y
                            local Z = Pos.Z

                            X = Round(X)
                            Z = Round(Z)

                            local newCFrame = CFrame.new(X, Y + yBuildingOffset, Z)
                            Tycoon:SetPrimaryPartCFrame(newCFrame)

                        end
                    end
                end)