Refreshing Queries, one at the time

Hi all,

On my desktop, I am building a report that imports data from 3 different SQL servers. 

Before I can import data from each server, I need to connect to the corresponding VPN service. 

So, the question is: can I refresh each query individually? 
So, I would connect to VPN, then the associated SQL server and finally import data from that SQL server.

Then, repeat for the next server.

Clearly, this will not be an issue on PowerBI service, but before I publish the report online I need to build on Power BI Desktop.

Thank you.