Gateway is for Power BI Service to get your on-premise machine, you should install on-premise gateway on each server which hosts your data source, so you also need to install On-premise gateway on xxxxxxx.172 machine.
It will be different gateway name and then powerbi service, you will create data source under each gateway. Once it is done, your report will able to reach to your db using each gateway and at that point it will allow you to schedule data refresh.
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I wonder where should I locate my PBI desktop report?. (its currently on my pc) should I move it the one of the servers?.
I published the report and at the dataset settings screen I have the following note :You don't have any gateway installed or configured for the data sources in this dataset. Please install a new personal gateway or configure the data source for an existing data gateway.
How can I resolve it that the data set will be recognized?.