You need to install a SQLite ODBC driver (look here: http://www.ch-werner.de/sqliteodbc) on your local machine. Then "Get Data" - "ODBC" and enter "database=C:\mysqlite.db" as connection string. This works at least for the PowerBI Desktop.
Yep - I realized that. But what do you actually mean by "embedded"? The sqlite.db is just a file. Of cause you need to have the proper protocol to understand the data - and this might not be obvious to the PBI Service, since sqlite isn't directly supported. But the same issue occurs with Microsoft Access databases and I actually expected the PBI Service to know how to handle their own proprietary format?
Thanks Peter. I found that odbc driver earlier indeed, but was marked by Norton as unsafe. Tried anyway, works fine. Indeed, at the moment only on local file, let's see for the futur!
Best regards, Levien