How to implement security in Power Bi Online Editi...

It sounds like I can have Power Bi Online access live data from Azure SQL Server DB, or Spark or Warehouse...without the need to refresh data or any of that.

I was wondering how I would implement user security. Lets say I have orders that are handled by certain advertisers. And a User has access to some advertisers (via AdvertiserUsers table). How would show a report/dashboard of Orders for a specific user who has logged in to see my dashboard in Power Bi Online?

When it queries the live data (whether its Azure SQL Server DB, or Spark or Warehouse), does it pass the identity of the user so that I can filter the results?