Hi
With one of 2 services (SSIS or Azure Data Factory), you could specify the share folder in server and ETL tools will import excel files in that folders. Just ask your end-users put data into that folder. This could be a traditional way for consolidation solution.
SSIS Refer topic and Tutorial: Create a pipeline with Copy Activity using Data Factory Copy Wizard
There is one notice that if you dont need to store data in sql server, you could skip this importing step and use query editor of Power BI to handle ETL process and gateway refreshing schedule to push directly data from excel to your reports.