Kristyna Hughes links Power BI to a data source:
The step-by-step process below walks through connecting to data housed in Azure Blob Storage from Power BI using a SAS token. There are many ways to grab your data from Blob Storage, but this is the most efficient, scalable, and secure way that I found (with some security restrictions from watchful DBAs).
Click through for the solution, which is based on using SAS tokens.