Connecting to Deltek Vision or Cosential?

Within Power BI Desktop, you can just enter the server name and pass through either your Windows credentials (if you have db access rights) or a username/pw. Once published, the destination server should be setup using an On-Premise Gateway. It'll pick it up from your connection in the pbix file and online to schedule it, you'll just need to make sure to "map" it to the destination under the gateway and it'll use the connection string there so you don't need to worry about it using your credentials or db username/pw.