Following is a general tutorial for connecting from Power BI Desktop Edition to OBIEE Reports through BI Connector as ODBC connection and then publishing the same into PowerBI Cloud App with the help of On-premises data gateway and using it there.

Pre-requisites

1. Microsoft Power BI Desktop December 2018 update or the latest version.
2. BI Connector Desktop Edition for Microsoft PowerBI. (Step-by-Step Installation Guide for BI Connector Desktop Edition for Microsoft PowerBI)

Configure Gateway and Data Source in Power BI Cloud

Before publishing the report to Power BI cloud, you have to add the gateway and create data sources under it.

Step 1: Install On-premises data gateway and Sign In with your account.

Step 2: You will be asked to add the Gateway by setting credentials for it. Enter the name and password for the gateway.

Step 3: Now, sign In to your account in Power BI cloud.

Step 4: On the top-right, click on settings icon and select Manage Gateways option.

Step 5: Gateway that you created in step 2 will be displayed (1). Click on Add Data Source button (2) to add a new data source under this gateway.

Step 6: Enter the details for the data source as follows:

1. Enter the name for the data source. 
2. Select ODBC as Data Source Type from the drop down
3. Enter the connection string as "DSN=OBIEE Connector", where 'OBIEE Connector' is the DSN you configured after installing BI Connector. 

   NOTE: Create the DSN only under System DSN for connecting from PowerBI to BI Connector.

4. Select the Basic Authentication Type.

5. Enter your Username for connecting to OBIEE Server
6. Enter your password for your account in OBIEE
7. Click Apply.

If you have entered right details, your connection will be successful.

Connecting from Power BI Desktop to OBIEE Subject Area and Reports

We need to create a report from Power BI desktop and then publish it to Power BI gateway to work on it from Power BI cloud app, 

Step 1: Launch Power BI. Select Get Data option.

Alternately, You can select Get Data Option ,

 Step 2: In the Get Data dialog, scroll down and select ODBC.

Step 3: Now select the DSN name that you configured after installing BI Connector. Advanced Options are not necessary. 

NOTE: Create the DSN only under System DSN for connecting from PowerBI Gateway to BI Connector. Also create separate DSNs for Subject Area and report.

Click OK.

Step 4: Navigator window will open. Click on the Database name to connect to the required database, 

Step 5: On Successful Connection, the list of subject areas or reports (based on the option selected in DSN) will be listed based on the reports cached while managing the reports in the DSN.

Step 6: Selecting the Subject area table or report will display the preview on the right side just like a table. Select it and click on load.

Step 7: Drag and drop or select one or more fields to the join area.

Step 8: Choose the desired visualization and you have now successfully created your Power BI Visualization for OBIEE data.

Step 9: Click on Publish button on the top left of the menu bar, to publish the report to Power BI cloud.

Step 10: You will be asked to save the workbook locally too. Enter the name for the workbook and save it.

Your workbook is now published successfully in the Power BI cloud. You can now continue to work on the report online.