In many demo cases, you will have an all-in-one server where you have installed Power BI Report Server, SSAS (tabular or multidimensional) and SQL Server. In those cases you don’t need any form for credentials delegation since the Report Server is on the same box than the data source.
But there are scenarios where you have a distributed environment like the one I have on my VMs demo domain and for jumping around servers and passing credentials around, you need to setup Kerberos Constrained Delegation. Furthermore you will need protocol transition for it to work in Power BI Report Server.
Read on for step-by-step instructions showing how to do this.