Azure SQL DB + Adventure Works LT Sample DB + Power BI desktop + Power BI.com

OK, that was sure a mouthful + I could have added "Excel Power Query and Power Pivot" to Power XXX as well. 

Anyway, our "end goal" is to FULLY utilize the long standing "Adventure Works dataset" - and - the "alternative" consumption to "Dashboards WITH Q&A"!

The "with Q&A" appears to be the "limiting path" as "we can CONNECT to the Azure SQL DB via PBI Desktop" ... BUT we ONLY GET "Sales" - versus - the Azure SQL "Direct Connect" to Power BI.com YIELDS more data tables ... but doe NOT allow Q&A ???

So ... has anyone "used the SQL Adventure Works SAMPLE" and had good success ???