How to Connect to AxDW database

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Hi Friends,

I am new to Power BI and Dynamics 365, actaully i need to develop Power BI reports using D365 data. So after doing some search i found there are already entities store database in D365 by which i can connect and develop the reports in power BI. But i am not able to see or connect to this database since i m using azure for D365.

So, can anyone suggest me the solution or any link/document by reading i will be able to develpo my report.