Data gateway

Hello,

A consultant has created an app that uses data from an sql database. I'm trying to create a seperate power bi development that also links to the sql database (but I want to build the link indepenedently myself). When I go into settings I see that a gateway has been used - but when I google this it suggests that some software has been installed somewhere on our network in order to make it work? I'm a bit confused because the refreshes run during the night (when peoples' computers are turned off) and the consultant never mentioned it - is it possible there is a gateway without anything having been installed?

Many thanks for your help,

CM