Open PowerBI, click Get Data, select category Azure and choose “Azure Analysis Service database”
Click Connect.
Enter the server URL: asazure://westeurope.asazure.windows.net/survalyzeranalysiseu
Click Ok.
Click on “Microsoft Account” and “Sign in”
The regular SSO page is shown, click on your user and login.
Click on Save to finalize the setup.
Select the cube which shall be queried.
Click Ok.
The login procedure needs to be done only once. The connection is persisted in PowerBI in an encrypted form.