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I mean for what is needed and what are the advantages of having it
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A data gateway is the bridge from Power BI's cloud service to an on-premise data source (for instance if you have a SQL server kept in-house on your company network). Power BI runs as a cloud service, and generally you will want to refresh the data in those online reports on a regular basis. In order to do this, the online service must reach your local data source and retrieve that data. The gateway manages a secure connection between that local data source and Power BI's cloud service, allowing that retrieval.
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A data gateway is the bridge from Power BI's cloud service to an on-premise data source (for instance if you have a SQL server kept in-house on your company network). Power BI runs as a cloud service, and generally you will want to refresh the data in those online reports on a regular basis. In order to do this, the online service must reach your local data source and retrieve that data. The gateway manages a secure connection between that local data source and Power BI's cloud service, allowing that retrieval.
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