Get Temperature Data - Source (?)

It depends what you mean by historical :) 

Wunderground seems to cover Leiria from a local weather station, and gave me a table of daily data back to 2010 - see https://www.wunderground.com/personal-weather-station/dashboard?ID=IPORTUGA9#history/s20011229/e20161229/mcustom  They may have other data there as well, but you may need to dig for it.

You can google how to 'scrape' web pages with Power Query (if they don't provide a JSON API or CSV download) - the top half-dozen entries all look good: https://www.google.com.au/search?q=power%20query%20scrape%20web%20page&rct=j

This one even looks specifically at scraping a Wunderground page: https://www.concurrency.com/blog/w/using-power-query-m-language-for-scraping-any-webs

And there's a new blog on importing CSV files at https://gqbi.wordpress.com/2016/11/23/power-bi-using-parameters-for-flat-file-csv-excel-sources/

Good luck.