Power BI solution architecture with AWS / RDS database

Hi all,

I'm pretty new around Power BI and highly confused how to best use it as a SaaS provider. To give you a bit of background we are using Amazon Web Services and have an RDS database (PostgresQL) in a private network (i.e. not accessible by the outside world). We want to enable our client to use Power BI and our clients arrange from small shops (3-5 persons) to large enterprises and cost is always an issue 😞

I was considering a direct connection from the free Power BI desktop to the database through some from of tunnel. 

What I'm absolutely unclear about is where Power BI gateway comes into play and what exactly its purpose is.

Can anyone point my to any solution architectures which include similar scenarios (AWS, RDS) ?

Thanks,

Thomas