Can someone guide me on how to integrate Power BI with Azure SQL Database?

I’m looking for a step-by-step guide on integrating Power BI with an Azure SQL Database. Specifically, I need help understanding the process of connecting the two, configuring any necessary settings, and how to import or visualize data efficiently. Are there any key considerations, such as permissions or security settings, that I should be aware of when linking Power BI to an Azure SQL Database? Any insights on performance optimization during data refreshes would also be helpful.