I set up a domain in Azure including two Virtual Machines (VM) in this domain, one acting as a domain admin and a another where I installed SQL Server (SS) and Analysis Services (SSAS). In my activity, this domain represents my customer domain, so that I can keep getting trained deploying SSAS databases there from my "consultant" laptop - which is out of that domain - and see issues and so forth.
I successfully developed Visual Studio solutions deploying them from my laptop (which, again, is outside the domain) to the SSAS instance installed on the SS-installed Azure VM and then successfully imported the deployed SSAS solution as a data source in Power BI Desktop from my laptop and finally deployed (published) a report to Power BI.com, setting the refresh. All OK (difficult, but OK).
Now, in another scenario, I have an issue.
In the same Azure domain, I mounted (mapped) on the SQL-Server-mounted Azure VM a drive (Z:) connected to a newly created Azure file share: everything works fine - I can successfully open this "drive" from that VM and see the files, copy, delete and so on.
I also successfully mounted (mapped) a "drive" connected to the same Azure File share on my personal "consultant" laptop, which is, again, out of Azure. I can successfully open this "drive" from my laptop and see the files, copy, delete and so on.
To make this work I had to indicated the path to the Azure file share, the user and the password that Azure gave me when creating the File Share.
The reason for this second scenario is to simulate that my customer has no SS nor SSAS but has the data sources somewhere in a machine in their domain (\\domain-name\path). So I have to develop a Power BI project that takes the files on that domain machines an input, after working on Power BI Desktop on my laptop (out of the domain, again). In the real world they will set up my a VPN, but I wanted to simulate things on my own to develop, understand and so on without the effort of a VPN.
So: in Power BI Desktop on my laptop (out of Azure) I was able, using parameters, to connect (import) alternatively local files on my laptop (development data source) and then to switch to import the data from the remote files (production data sources) in the Azure file share (mapped into a drive as explained above).
I then published the report to PowerBI.com, and started adding the datasources (dev on my laptop and prod on Azure File Share) to a gateway in order to set up a refresh.
Here comes Bad surprise: while it was successfull to connect the gateway to the dev source on my laptop, I was NOT able to connect to the same data source in Azure File Share from PowerBI.com. Again: no problem from Power BI Desktop, but problem only in PowerBI.com.
So my question is:
is it possible to connect from PowerBI.com (NOT from Power BI Desktop, for which I alrerady succeeded) to a file (for example an excel file) that is in an Azure File Share to use it as a data source to register on a on-premises Data Gateway for refresh?
I hope my post is clear, sorry for the length, I wanted to explain the purpose as that might help understading how to help me.
//I was referring to Azure File Share, please read again the post and answer me on this subject
I think your device has configure proxy so that you can direct connect azure data source. For this scenario, I'd like to suggest you to enable gateway proxy setting, then you can connect to specific azure sql datasource based on proxy setting.