how to set a gateway

Hi MP_123,

Gateway is used to connect the Data source that hosted locally.

For the Databases in the cloud, a gateway is not required. The only thing that should be done here is to configure the connection, specify the database address and the credentials, check:

Exploring Azure SQL Data Warehouse with Power BI

And:

Use Power BI with SQL Data Warehouse

If any further help needed, please feel free to post back.

Regards

MP_123 You don't need a gateway when importing. You would just need to set up a schedule for refresh. Check out this page for all the refresh scenerios.