Vnet DataGateway with PowerBi Desktop

Hello Thanks for the help.

I'm new with PowerBI. I need to connect to an Azure SQL Database which has restriccions with the allowed IP address, to solve this we create a Vnet DataGateway and We already test it and It works fine. The problem is that first we need to create the .pbix file in Power BI Desktop, but When I try to create the connection to Azure SQL it does not Connect (Because the Desktop IP is not allowed) and in Desktop there is no option to use a Vnet DataGateway for that connection. So How can I create the .pbix file to import it latter to Power BI Cloud and from there use de Vnet DataGateway?

Thanks!!