connect vnet for Azure MySQL Flexible Server

Hello guys,

Just want to ask if this kind of setup is applicable for vnet connection in PowerBI Service? 
Connect to Azure Database for MySQL flexible server with private access in the Azure portal

I already tried this one ( method A: step-3-create-a-vnet-data-gateway)  really don't know whats the difference Im new to Azure but its not able to connect to mysql since the only available Data Source Type in PowerBI are below. Im expecting a MySQL since this is the  Data Source Type from my current setup (On-Premise Gateway). 

Available vnet data source type using this method A

• Azure Blob Storage
• Azure Cosmos DB VI
• Azure Cosmos DB v2
• Azure CosmosD8 (Data Pipeline)
• Azure Cost Management
• Azure Data Explorer (Kusto)
• Azure Data Lake Storage Genl
• Azure Data Lake Storage Gen2
• Azure Databricks
• Azure DevOps (Boards only)
• Azure HDlnsight Spark
• Azure Synapse Analytics workspace
• Azure Table Storage

Thank you in advance!