Power BI Cloud
To connect to the PowerBI.com hosted data you need to download the “Analyze in Excel” file from PowerBI.com. To get this click “…” next to a Dataset.
When you do that you’ll be prompted to install a driver, you will need to install that if you have not done so already.
Then select the Power BI connection type in XLCubed and pick the “.odc” file you just downloaded.
You’ll be prompted for your email/password, fill those in and the connection will be made.
The connection file does not need to be downloaded for each workbook, you can reuse it.
If you have Power BI Premium you must use the new Premium connection type in XLCubed, introduced in Version 9.2. The server address can be copied from the workspace settings dialog, and will be of the form
powerbi://api.powerbi.com/v1.0/myorg/[your workspace name]
More information about this can be found in a Microsoft blog https://powerbi.microsoft.com/en-us/blog/power-bi-open-platform-connectivity-with-xmla-endpoints-public-preview/
If you have duplicate workspace names you can specify the correct one using the ObjectIDGuid as described here: https://docs.microsoft.com/en-us/power-bi/service-premium-connect-tools#duplicate-workspace-name