Thanks for all the explanation. I get the definition now.
A polar molecule is NOT what it sounds like, just being a molecule with polar bonds that give rise to polar regions in the molecule, i.e. regions with higher and lower electron density.
A polar molecule is a molecule with a permanent dipole moment. So regardless if CO2 have polar bonds that give rise to regions with higher and lower electron density within the molecule, it does not have a dipole moment, as the dipole moment is a vector quantity and the vectors from the two polar bonds cancel each other out.