Embedding PowerBI & On-Premises Gateway

Hi,

I am looking for some clarity on the below:

If I wanted to Embed Power BI for customers but my application is held locally on each of their premises with a local SQL Server instance, would I be able to follow the standard steps in the embed sample for customers document and use the On-Premises Gateway to pull back their data to Azure in order for me to push it in to the dashboard I create for them?

https://docs.microsoft.com/en-us/power-bi/developer/embed-sample-for-customers

Thanks