Weather Overlay in Power BI

Yes very similar to that but when i try to load the data through "Get Data" and use XML data source. I cannot load "All" the XML's at once leaving me to load and maintain over 4,000 sources. I loaded one and while the weather information was complete,  the location was unknown and therefore did not show up on the map in Power BI. http://openweathermap.org/maps this is what i had in mind for looking at the weather in Power BI. Is this possible with the current visualizations and would i have to pull this data from a API and store up-to-date information on my database the pull all information into Power BI? I would love a simple connection within Power BI but it doesn't always work out that way. If you or anyone has any insight on how to achieve this goal, I am open to suggestions. Thank you