Unable to connect my Azure Synapse Analytics (SQL DW) environment to my Datamart

Hello,
I have a problem connecting to my Synapse environment from my Power BI service.
I have a Power BI Premium license per user
Here are the steps:
After creating my Datamart, I am trying to get data from my Azure Synapse Analytics (SQL DW) source,
I enter my Server, my database and I login name automatically registers. I'm already signed in to my business account. Then I click next.
The first error I get is:
An exception occurred: DataSource.Error: Microsoft SQL: Reason: An instance-specific error occurred while establishing a connection to SQL Server. Connection was denied since Deny Public Network Access is set to Yes (https://docs.microsoft.com/azure/azure-sql/database/connectivity-settings#deny-public-network-access). To connect to this server, use the Private Endpoint from inside your virtual network (https://docs.microsoft.com/azure/sql-database/sql-database-private-endpoint-overview#how-to-set-up- private-link-for-azure-sql-database). (Session ID: 84e2905e-7858-4be2-96c8-2d6e6551aae3, region: us)

When I try again, my work account is disconnected. I reconnect to create a new connection, taking care to choose a data gateway.
I have no problem connecting with my version of Power BI Desktop to the SQL Azure server but without having the Datamart option. The problem lies with the service.