Data Source from app.power.bi

I'm working on creating a live Dashboard from app.powerboi.com. The solution I'm working with does not work with on-premise settings, I cannot use Power BI Desktop. But when I want to create a data set from the server, I only see CVS, EXCEL, or manual input as possible data sources. I've no option to connect to a database or any other live method. The documentation mentions the following options for Power BI desktop ONLY, does this means they are not available from the service o do I have a plan restriction?

• Import mode
• DirectQuery mode
• LiveConnect mode
• Push mode