Using 32-bit Power Bi Desktop I didn't need to install any component to connect to BW, but I'm having problems with more than 100.000 records.
Have you tried https://powerbi.microsoft.com/en-us/documentation/powerbi-desktop-sap-bw-connector/ ???
I couldn´t find the 6.40 RFCSDK for Windows (32-bit application) on SAP Support Portal.