Sharepoint Folder

Hi, 

I will reuse this threat as my problem is related. 

I am trying to access a sharepoint folder located in my client's account. I have been granted access and I can see the folders in the web browser. However, I cannot make it happen to get data from the sharepoint folder with Power Query or Power BI. To make it more private I will use the example of this post. 

I have tried: 

1) to directly point the folder:  https://powerbipanama.sharepoint.com/sites/externalsales/

2) to point the sharepoint: https://powerbipanama.sharepoint.com

With the following error message: "We couldn't authenticate with the credentials provided. Please try again."

I use my companies credentials which is a office 365 account. 

Any idea on how to solve this? 

Thanks in advance!