Connecting to CRM saved views

Once you connect, you can just make queries in Power BI that replicate your list views. Pick the table you want, then go through all the normal steps of choosing columns to keep, filtering the results, etc. You'll be recreating those list views from scratch. Annoying but not too difficult. The FetchXML method I suggested is no less tedious, but it is an alternative.

If you want to get the existing list view queries from CRM and translate them, you need to first connect and query the UserQuery table in the query editor. Look for the row with the name of the view you want to replicate and find the FetchXML column. Take the text from that cell and run it through a FetchXML to SQL translator. This one is pretty good. Take the resulting SQL and go back to the query editor in Power BI. Add a new blank query and open the Advanced Editor. In that window write a query that looks like this:

let
    Source = Sql.Database(
		"nameOfSQLServerGoesHere",
		"nameOfDatabaseGoesHere",
		[Query="stuff from the FetchXML to SQL converter goes here"]
	)
in
	Source

That will approximately give you the list view as a Power BI query. There are some odd quirks to FetchXML though. Whichever column or columns in CRM were chosen as the sort order for the list view may be left out of the SELECT list in the resulting SQL. They end up in a GROUP BY argument instead, so you might need to add those columns to the SELECT yourself.

Usually it's going to be easier to just build a new query in the query editor the same way as connecting to any other source. If you're not familiar with that method you need to check out some basic tutorials on using Power Query. Sometimes translating the FetchXML can be a useful alternative, for instance if you have a really complicated list view and you're not familiar with where it's getting everything.