Cadufernandes20 I've found the solution for my problem, maybe this can help you.
I'd to install the gateway before configure my data source credentials.
So on your powerbi online https://app.powerbi.com/ go to your workspace and look for the dataset you want to setup.
You'll be able to find the schedule update button. It'll redirect you to the page above.
Click on gateway conexion, and if you don't have it installed, you'll see a download button.
I'm the only one who will update the dataset in my company, so I've chosen the personal mode.
After installed the gateway I've configured the data source credentials.
After doing this steps, I'm able to schedule my dashs updates.
I've watched a video explaining this. If you understand portuguese google >>>> GATEWAY NO POWER BI – COMO ATUALIZAR SEUS DASHBOARDS <<<<< from hashtagtreinamentos (I don't know if its allowed to post external link here).
Good Luck.