PowerBI Services - New Gateway Connection - IP Address

After further reading, I think my approach may be incorrect.   The scenario is the following.    I created a PowerBI report using PBI desktop.   My source data is coming from one of my vendor's SQL databases (off-premise).   I'm using the credentials and connection information they provided me to make the connection to their system.   From there I was able to pull in tables, create and publish my reports using the PowerBI Desktop.    Now that we wish to go live with these reports companywide; I now need to publish these reports to the PBI cloud service.   I need to maintain the connection point between these reports and my vendor's MySQL database.    Should the PBI Gateway be used in this scenario, or is there a different configuration I should use?