Employment Hero API - Connect to Power BI

Is anyone using Employment Hero as their HR System or know how to connect Employment Hero open API with Power BI to get real-time reports?

I have been on this for days now, and I can't figure it out. Here's their API Document

It seems straightforward but I don't know how to go about it. Both support teams are directing me to contact the other for support, and I feel this is going nowhere.