"Replace this dataset"

Hi lim_hl 

This is a normal message to get in Power BI. It is because you have already published your Report "Month Grp Sales01" to the Power BI service. When you publish a report it gets split into a Dataset (the data element) and a Report (The visualisations of the data in the Dataset). When you re-publish the Report thises two elements get overwritten and this message is just to tell you that will happen. Its usual to click "Replace" and carry on, but if you don't want to replace the published data and report you get the option to cancel.

Once you have a Dataset in Power BI Service  you can connect to it with Power BI Desktop (select "Power BI Datasets" off the main menu) and create a new report based on the data in the Dataset, or in Power BI Service create new Report on the Dataset. With multiple reports from one Dataset, when you refresh the Dataset all the Reports get updates, so it's an efficient way of having many Reports from one set of data.

See :Separate reports from models in Power BI Desktop - Power BI | Microsoft Docs

Hope this helps

Stuart