Adding a new table to a live connected database

I have a database that includes a field with the "customer name". I need to group these customers, and for that I would usually create a new table with two colums (one with the "customer name" and another with the "group name"), and then relate both through the "customer name" field. 

While this works when the database is imported to the PowerBI file, it doesn't when I just establish a live connection to the database (Get Data -> Analysis Services -> SQL Server Analysis Services database -> Connect live). Basically, PowerBI disables the option to create a new table.

I heard that I might be able to do this using "Power Apps", but I have never used them and I am lost. Can anyone provide some help on where I can start looking at or let me know whether there is a different way to get done what I need?

Thanks in advance.