cloud

We are a start-up software firm building a cloud-based application using SQL Server as the db.   We're exploring possibly using Power BI as the business intelligence solution for our customer/clients.   

I have a trial version of Power BI desktop installed and have connected to a local SQL Server database but can't seem to figure out how to connect to an off-premises database / data warehouse.   Our current vision is to have our customer clients, using Power BI, connect to a central cloud-based database/data warehouse (with security controls/partitioned) for reports/dashboards/etc.   I can't assume that the customer/clients have SQL Server.

Is there something I'm missing?   Any suggestions on how to cost-effectively accomplish this with Power BI?   Thanks.