Report saved to Power BI Report server cannot schedule refresh from SharePoint online

Hello:

I created a report using Power BI desktop and saved that report to our on-premise Power BI Report Server.

One of the data sources for my report is a SharePoint online site where an Excel file is stored.

(The reason I stored this Excel file on SharePoint online is because the workbook is shared between two users who work in different departments and the easiest way to create a shared location seemed to be to create a SharePoint Online Group).

When I go to the Security tab under Manage on the Power BI server, the SharePoint Online data source is listed as Type = SharePoint. Under Credentials, I can only choose Authentication Type Windows or Anonymous.

I choose "Windows" Authentication Type and then enter my username and password that I use to log in to SharePoint online that worked fine when I connected to the site from Power BI desktop. However, the login credentials are rejected.

Is there any way to set up scheduled refresh from on-premise Power BI Report Server to a SharePoint online site? Would this require a gateway to be installed and if so, could someone please explain an overview of what the gateway does or point me to a good "basics" resource to explain the gateway, why it is needed, and who at an enterprise would typically install such a gateway?

Apologies if this has been answered elsewhere -- I did a few searches but was not able to locate the answer I was looking for.

Thanks,