About DirectQuery connections, during the initial Get Data experience, the source is selected. For relational sources, a set of tables are selected and each still define a query that logically returns a set of data. For multidimensional sources, like SAP BW, only the source is selected.
No data is imported into the Power BI store upon load. Instead, upon building a visual within Power BI Desktop, queries are sent to the underlying data source to retrieve the necessary data. The time taken to refresh the visual depends on the performance of the underlying data source.
Any changes to the underlying data aren't immediately reflected in any existing visuals. It's still necessary to refresh. The necessary queries are resent for each visual, and the visual is updated as necessary. Addtionally, you may also refer Automatic page refresh in Power BI Desktop .
For further information, please refer About using DirectQuery in Power BI .
If this post helps, then please consider Accept it as the solution to help the other members find it more quickly.