Hi
I am not sure that what you really want to achieve by using Power BI Desktop. Based on your description, you want to connect to different items on Office 365 from Power BI Desktop, right?
If that is the case, it is possible. Firstly, you can import Excel files from shared OneDrive for Business folders or from Office 365 group folders, use the URL of the Excel file, and input it into the Web data source in Power BI Desktop. For more detailed steps, please review this article.
Secondly, you are able to connect to office 365 Sharepoint Online via the OData feed option of Power BI Desktop, which is described in this article.
Thirdly, based on my research, you are able to build Access database in Office 365 as you have Office 365 E3 subscription. You can check the following blogs for more information.
http://www.techrepublic.com/article/microsoft-drops-the-ball-access-2016-not-included-in-office-365/
http://thenextweb.com/microsoft/2014/02/03/microsoft-announces-general-availability-access-apps-office-365/#gref
Once you have available Access database in Office 365, you should be able to connect to the database using URL from Power BI Desktop.
Thanks,
Lydia Zhang
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Re: Combining data sets in Power BI workspace
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