Set up a connector for shared calendar access for multiple users in PowerBI

I am trying to configure a PowerBI connector (Microsoft Exchange or Microsoft Exchange Online) and adding my collegue's email address and then using my Microsoft Account to sign in as I have access to his mail box. LEts say my colleagues email address is [email protected] and my Microsoft account is [email protected]

When I configure the connector I get the following error

DataSource.Error: ErrorItemNotFound: The specified object was not found in the store., Default folder Root not found.
Details:
DataSourceKind=Exchange
[email protected]
Details=

I am confused with these messages and possible the online or on-prem versions and how i can access the calendar information for my collegue in PowerBI. I may have multiple share calendars that I may want to use and currently this is a bottleneck. Would appreciate guidance and support for step by step set up.

Can i use my Microsoft account or do i need to ask my admin to create a service account on the Microsoft online for this connector configuration?

Is there issue of on-prem to online versions and does anything special need to be set up or moved or reorganized for this to work?

Would appreciate your help.

Best regards

Srini