New Composite Model with Direct Query connecting to a dataset

Hi,

I have a dataset, published to a workspace. I previous versions of BI I've connected to this dataset and created dashboards, but not been able to connect to any other sources at the same time, as was the functionality.

After hearing about this new capability with the latest version I've download and installed it on my machine. I've opened the previously created dashboard and the Get Data are is still greyed out.

I've tried creating a new report, connecting to the dataset and again it is still greyed out. 
Have I missed something, as this new function isn't working for me.

Dataset is published to Workspace A

Report is published to Workspace B but I'm accessing it on my desktop rather than the published version of the report.

TIA

Ann