On-premises data gateway: Formally called the enterprise version. Multiple users can share and reuse a gateway in this mode. This gateway can be used by Power BI, PowerApps, Microsoft Flow or Azure Logic Apps. For Power BI, this includes support for both scheduled refresh and DirectQuery. To add a data source such as SQL Server that can be used by the gateway, check out Manage your data source – SQL Server. To connect the gateway to your Power BI, you will sign in to Power BI after you install it (see On-premises data gateway in-depth).
Click through for more details on additional gateways.