Extract user from Azure Active Directory

 I have a requirement to create PowerBI Report that needs to extract data of the members within Security group within Azure Active directory, so can someone help me with this ?

I have referred the below links, but here anonymous authentication is used. Is there a way to use other authentication method ?

https://learn.microsoft.com/en-us/graph/api/group-list-members?view=graph-rest-1.0&tabs=http

https://www.sqlservercentral.com/articles/how-to-create-a-power-bi-report-using-rest-api-data