Complete Newbie looking for direction

Thank you for the various links and book recommedations and I hope to begin watching and reading up on them soon.

I think part of my initial troubles is actually getting a live connection.  This may have to do with permissions or something else and I have reached out to our outside company as well.

When I connect to our Olap cubes in excel, we enter the url path which is a type of dll file along with a username and password..  ie, 

https://path/to/file/myconnectionfile.dll

I can get that to work with the Import, but not Live Connection.    And then after the import I then seem to have to bring in each member or table separately.    

Again, still learning and feeling my way around.  But I will start with some of the links and books and hopefully start getting my feet wet soon.

Thanks,

PT

Edit; I think I just learned that a live connection only works with your window's credentials, and I connect to our cube with a different username/pass.

Question: If I created a live connection, is it secure?

Answer: Yes. Your current Windows credentials are used to connect to the Analysis Services server. You can't use basic or stored credentials in either the Power BI service or Power BI Desktop when exploring live.