Steve Hughes is starting a series on Power BI security:
Another way to compartmentalize or secure data is using Workspaces within Power BI. Every user, including free users, have access to My Workspace which is the default location for deploying Power BI and other BI assets. However, you also have the option to create additional workspaces as deployment targets. These Group Workspaces usually have functional and security separation associated with them.
This post is a good overview of methods available for data sharing.