Wards Map

Here's the process I followed for Toronto:

Download the WGS84 version of Toronto's wards from the city's Open Data site. This is a shapefile with a zip extension. Go to mapshaper and import the shapefile and export it to TopoJSON. You can then load the resulting JSON file into Power BI by clicking Add Map under the Shape Map's "Shape" options. Any data that you want to connect should join by keys (click View Map Keys). It looks like you might be able to join based on NAME, LCODE_NAME, or SCODE_NAME.

I've posted a sample PBIX with a Shape Map showing Toronto's wards as well as the TopoJSON file that you can re-use in your own PBIX files here.

You can do some additional renaming and column removal, but here are the basic steps in a video.