getting started with data factory

so here is what i am running into...

1) if i follow GracerGu's suggested link, i immediately find that in the power bi service there is no default icon as mentioned there but that is just the beginningh of my issues i think ("Select the default Power BI icon at the bottom left of the screen, and switch to the Data Factory experience.")

2) if instead of going thru the power bi service like Grace's link suggests, i continue trying to create the pipeline i showed in the first post of this thread, and i basically attempt to create a new power query as shown in the 1st image below, i dont get the experience described at https://learn.microsoft.com/en-us/azure/data-factory/control-flow-power-query-activity , where i am supposed to be presented with the ability to create a dataset as in other products like power bi desktop.  see 2nd image for the experience i'm supposed to get.

3) i'm surprise my existing pbi datasets dont show in the ds drop downs for adf.  i published one to a workspace other than "my workspace" and it didnt make a difference.  i'm not seeing any truth to the advertising claim/implication that this is all integrated.