the Natural Language Query search box does not show up for a dashboard that is backed by an On Prem SQL Server using the Entrprise Gateway. How do I get this to show?
You can't. It's like that by design. I assume it's because Power BI needs the data to have been loaded, and with DQ it is not.
Q&A/Natural Language Search will only work when data is imported into the Power BI Service. If it is using a live connection (AS) or DirectQuery, Q&A won't be available.
Basically, it either needs to be one of the SaaS Content Packs, or imported into Power BI Desktop/Excel and then published to Power BI for Q&A to be available.