As one would expect, an On-premises data gateway is usually not required for connectivity to cloud data sources. PaaS offerings, such as Azure SQL Database, and SaaS solutions, such as Salesforce, do not require a gateway.

However, data sources that reside in an IaaS VM do require a gateway. Additionally, the Web.Page() function used in M Queries also requires a gateway. This function is used by the Web Data Connector (WDC) (Get Data | Web) to return the contents of an HTML web page as a table, as shown in the following M Query:

// Retrieve table of data access M functions and their descriptions
let
  Source = Web.Page(Web.Contents("https://msdn.microsoft.com/en-US/library/mt296615.aspx")),
  PageToTable = Source{0}[Data],
  ChangedType = Table.TransformColumnTypes(PageToTable,

        {{"Function", type text}, {"Description", type text}})
in
    ChangedType

In the preceding example, a two-column table (Function, Description) of M functions is retrieved from an MSDN web page and imported into a table in Power BI.

Additionally, all data sources for a dataset that accesses an on-premises data source must be added to the list of data sources in the gateway management portal. For example, if a dataset uses both SharePoint (on-premises) and an Azure SQL database, the URL for the Azure SQL database must also be added as a data source (via the SQL Server data source type) in the gateway management portal. If one of the data sources for the dataset is not configured for the gateway, the gateway will not appear in the dataset settings to support a refresh.