When creating a new dataset in AAS this is typically done with Visual Studio, there are a lot of similar items between Visual Studio and Power BI desktop, the biggest difference is how you access them are very different as well as their look and feel.
When starting with a new dataset the process is to create a new data source, import some data and then to create the tables.
Click through for the differences. This is one area where Power BI drags in comparison to Azure Analysis Services.