I'm pretty much locked into the "on-prem only" solution for Power BI (company decision, not mine) and have only really gotten to play with the PBIRS side of things (always a feature or three behind). It looks like a bunch of new stuff showed up in the October Release and i'm trying to figure out which parts are useable for my scenario.
Almost all of the data i import into powerbi are API calls from other systems (no direct database access to anything) or spreadsheets. Does that lock me out of all of the new stuff like KPI's and individual data sets that i see in the "+new" menu? I know a lot of these features are really for plugging into an SQL database nearby but that's not a usecase, sadly.
I was really hoping all of the new API features would allow me to pull curated data out of PowerBI into other stuff (maybe other PowerBI reports). I don't see a way to get the curated (or laundered) data out of the pbi file though.
I'm not very clear about your requirement. Do you want to connect to the shared dataset created in Web Portal via the "+new" menu in a Power BI desktop report?