New to BI. Writing SQL queries to parse data. I am obviously missing something.

Generally speaking you do not write SQL queries in Power BI. You can embed them in a query but that's usually not necessary. You build queries in the query editor. Because Power BI can connect to many other sources than SQL it has its own language. When applicable it will translate to SQL behind the scenes on its own. For your example you would connect to your SQL database in the query editor, pick the table named shop, then pick out the columns and add whatever filters you want. Your database will receive the necessary SQL query.

Here are the very basics: https://powerbi.microsoft.com/en-us/blog/pull-data-from-sql-server-with-power-bi-designer/

There are many more resources available online to steer you through the process but if you have specific questions you can always ask here.