How to Embed Power BI Reports in a Windows Desktop application without deploying on Azure

[mandeepsb]

I have an Windows Desktop Application (build in Power Builder) and it has its database in Oracle. I want to introduction Power BI reporting in this application. I cannot deploy Power BI reports in the Cloud for embedding purpose becasue this application is a product sold to different clients and its Oracle database is on client premise and cannot be accessed from Azure or any other cloud.

Is there a way to embed the Power BI reports in Windows Desktop appliction without deploying it to the cloud? Can't we just build an reports in Power BI Desktop and embed them in the and product like ours?