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I'm new to Power BI, "M / Query Editor / Power Pivot", and DAX language. As a new user, I have several questions after spending the last 2 days getting familiar with it.
Many operations in Query Editor are applied to the underlying Amazon Redshift database itself (if supported). You may try DirectQuery mode and do research into The Advanced Editor. To create a PivotTable, just load data into a data model and use a Matrix visual.