An on-premises data gateway acts as a bridge between on-premises data sources behind corporate firewalls and cloud-hosted services such as Logic Apps, Azure Analysis Services, PowerApps, PowerBI, and Microsoft flow. An on-premises data gateway ensures that communication between Azure-hosted services and applications running on premises is secure, while still leveraging the capabilities of the cloud. To use an on-premises data gateway, there are certain infrastructure requirements, which are described in the Microsoft documentation at https://docs.microsoft.com/en-us/power-bi/service-gateway-onprem.

Setting up an on-premises data gateway is a four-step process:

1. Download and run the on-premises data gateway: The first step is to download the data gateway setup from Microsoft (https://aka.ms/azureasgatewayon) and run the setup .exe. This will prompt you to specify the location. Enter the location and accept the terms and conditions, then click on Install to install the gateway setup in your local environment.
2. Register the gateway for secure connection: In this step, provide the name and recovery key, which will be used to register the gateway with gateway cloud services, and click on Configure:

3. Gateway resource in Azure: In the next step, you need to create a gateway resource in your Azure subscription. For this, you first need to log in to the Azure portal with the login credentials you used to register the gateway in the previous step and create an on-premises data gateway instance, which you can do via the enterprise integration blade. Once completed, verify the on-premises data gateway instance within the resource group:
4. Connect your servers to your gateway resource: Configure your connections to use the on-premises data gateway. This will allow your servers to be accessed by services such as Logic Apps, Microsoft Flow, and PowerApps.