publishing to power bi - add data

Hi schevalier,

For the message "for Power BI, you need to add your data sources to this gateway", it means you already setup the on-premise data gateway, but you need to add data sources that can be used with the gateway. To add a data source under data gateway, you can log on Power BI Service, gear icon in the upper-right corner > Manage gateways > Add data source.

When you published the report to Power BI Service which retrieve data from on-premise data source, it requires gateway to act as a bridge between data source and Power BI Service. So in your scenario, the error message is prompting you to add a data source under data gateway and set the dataset to use this data source. You need to make sure the connection information used in data gateway is the same as the one in desktop.

For more information, you can refer to this sample:

Manage your data source - SQL Server.

Best Regards,
Qiuyun Yu