Hi
When you create and publish the report from Power BI Desktop to Power BI Service, it will publish your dataset and report. The shared data source concept is there but something in different way. To run the report in Power BI online it needs a dataset to be available online. We use to call it as datasets.
If you publish a dataset and report and you want to create a another report from published datasets then you can use "Power BI Service" connector in power bi desktop which is in preview now.
Check the below article to understand more about the recent connector.
https://powerbi.microsoft.com/en-us/blog/connecting-to-datasets-in-the-power-bi-service-from-desktop...
Thanks
