1) Allow connection to database through firewall
Your question does not specify how your SQL Server is hosted on AWS. Specific instructions will vary depending on whether you are using a managed service like RDS or if the database is running on an EC2 instance you manage yourself. The point is that the database must be able to accept the inbound connections from Power BI Desktop users. Same goes for Power BI Service. The IP ranges Power BI Service uses are subject to change (https://www.microsoft.com/en-us/download/details.aspx?id=56519), so unfortunately you will have to set up a process to regularly update whitelist rules if you want to go down this route. Ultimately, you may want to consider setting up a Power BI On-Premises Data Gateway (AWS Documentation: Connecting the Microsoft Power BI service to AWS data sources ).
2) Connect to database with Power BI Desktop
Click on 'Get Data' in the Home ribbon and select SQL Server as the data source. Input the connection information and credentials when prompted. Hopefully that works and you are now good to go and build a report with the database data. If you are not able to connect, make sure the SQL Server instance is running, and try connecting with SSMS or Azure Data Studio.
3) Publish report (and data source) to Power BI Service
Click Publish to share the report and data source to Power BI Service. Make sure Power BI Service is able to refresh data from the published source.
