how to automate my sources? (python and SqlServer)

Hi. Let's see. A SQL Server on Azure could work without a gateway, but a python script can't. If you sql data is in Azure I would consider solving the transformations without Python in order to avoid a gateway. If you can't or your data is on premise, then let's continue with the approach.

The solution here would be Installing an OnPremise Data Gateway in Personal Mode. Why Personal? because that's the only way Power Bi can run python scripts. Consider that "live" it's not an option for python. It will be imported data with scheduled refreshes. Once the gateway was installed and logged in, you can configure the power bi dataset credentials to let it schedule the refresh.

I hope that helps,