Dataset from a Dataset how to?

Hello All, 

We have a vendor that manages a database controlled application in Azure. They are going to give us a powerbi dataset so we can make reports from our entire database for that application. What I am asking is can we make separate datasets from that shared dataset? or do we have to just connect to that main shared dataset and make all of our critical reports from that one daily stream/refresh?

What we are trying to make sure of is that we can control separate datasets for internal report writing and analysis teams at a more granular level. Does this make sense?