This Features Allow you to connect datasets in the Power BI service to Power BI Desktop . This feature allows you to create new reports off existing datasets you’ve already published to the Power BI web
To get started with this feature, you’ll first need to enable the preview option in Power BI Desktop. Navigate to File > Options and settings > Options > Preview features and enable Power BI Service Live Connection. You’ll need to restart Desktop in order for the option to take effect.
From Get Data – we can get Power BI service Option
From there, you will get a list of your workspaces. Expand each workspace to see the list of datasets you can use to create reports.