Gateway for Azure SQL Server

Hi All,

 

I am using a Azure SQL Server. And I am using a VPN while connecting to this server. Without a VPN we cannot connect to this Datasource. So, currently I refresh the Report manually on my desktop and then publish it on app.powerbi.com

 

I want to set refresh times on app.powerbi.com for my report, but that particular section is disabled.

 

Do I need to setup a Gateway Connection for Azure SQL Datasource(which requres a VPN to connect) OR I can connect directly ?

 

If I can connect directly, then please guide me how to do it.

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