Real-time Power BI sets are a really useful feature, and there’s a good description of them at https://docs.microsoft.com/en-us/power-bi/connect-data/service-real-time-streaming. I thought I’d do a quick walkthrough specifically around the Push side, and show you – including the odd gotcha that you might not have noticed.
To create a dataset that you want to push data into, you need to go to the Power BI service, go to your Workspace, and create a Streaming dataset. Even if you’re not wanting to use it with a streaming service, this is the one you need.
Rob has plenty of animated GIFs to walk you through the process, as well as a couple of caveats if you want to play along at home.