1. If we don't configure the data source use SSO, each user accesses the report will use the same credential which defined in SQL Server data source under Manage Gateways. While it has SSO configured, each user sees precisely the data for which they have permissions in the underlying data source rather than shared data caching across different users.
2. You can download the on-premise data gateway here: https://www.microsoft.com/en-us/download/details.aspx?id=53127
3. It's fine to have on-premise data gateway installed on the same machine as databases run.
Community Support Team _ Qiuyun Yu
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