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Unable to connect to the Enterprise Gateway when querying a folder with CSV files

Documentation says that folders can be used as data sources when using the Enterprise Gateway but I've been unable to connect to the Enterprise using a query in Power BI desktop that queries a folder of CSV files stored on OneDrive for Business.  Any suggestions are appreciated.


So "folders" support for the gateway is equivilant to the folders support in PBI desktop, what we retrieve is metadata about your files and not the content, for example the names of these files and what types they are. 
You will need to add each file inside your folder manually to get the outcome. 

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