You cannot get SQL from DAX as it's a very different thing.
I don't think this is what you want but you can get to see the query from M (Query Editor) if you've imported a table and applied some filters.
https://blog.crossjoin.co.uk/2017/06/11/query-folding-and-writing-your-own-sql-queries-in-power-quer...
It is possible to get the dax queries using SQL Profiler, but this is quite advanced stuff. Here is an example for tabular SSAS and Powerbi can be connected to in a similar way.
http://mdxdax.blogspot.co.uk/2011/12/dax-query-plan-part-1-introduction.html
I tend to build simple tables of all my columns and filters while I'm testing my model, then discard when I'm happy with everything,
Its key to test measures at a variety of different levels as this is where things can go wrong.
For help with DAX here are some good sites.
https://www.youtube.com/watch?v=klQAZLr5vxA
https://www.sqlbi.com/topics/dax/
https://powerpivotpro.com/2014/10/5-common-mistakes-made-by-self-taught-dax-students/
https://christso.com/debugging-dax-formulas-with-excel/
