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Dears ,
Thabk you for yout help in advance.
Datasets cannot be created using the API. You have to create them in Power BI Desktop or service (if you are talking about the push or streaming dataset).
You can then insert rows into the dataset from any system you want (probably using the API - Push Datasets - Datasets PostRows - REST API (Power BI Power BI REST APIs) | Microsoft Docs)
Thank you for replying , so about the other question ? Can I connect it to kafka or use it on kafka ?
You can query the dataset using the XMLA endpoint (example here) How to Export Data from Power BI using XMLA Endpoints - sqlitybi