direct query vs. import

ammartino44This page will help. But essentially here are the basics

Import - extracts the data from your database and pulls it into the Power BI Desktop

Direct Query - leaves the data in the database and sends queries to pull the information needed.

Other things to note:

Import -

Gives you the full suite of transformation and data manipulation in the Desktop

There is a 1 GB limit to the Desktop if you plan on publishing to the PBI Service

Consumes and pushes the data into the Power BI Azure backend (Azure DB/Blob Storage) (In the Service)

Can only be refreshed up to 8x a day by setting up a scheduled refresh (In the Service)

Direct Query -

Limits your ability to manipulate data in the Desktop (removes the Data section)

Leaves the data in the SQL database

Is "live", no need to schedule a refresh (In the Service)

Both methods require a gateway to be installed, unless you are talking about Azure SQL.