Hi @Rick jiang ,
Thanks for reaching out. Please refer to below MS doc to explore about the list of supported data sources in Azure Data Catalog. Looks like power BI is not a part of this list, hence not supported.
MS Doc: List of supported data sources in Azure Data Catalog
Here are couple of related feature request feedback from other users. I would recommend you to please up-vote and/or comment on these feature requests to help increase the priority.
https://feedback.azure.com/forums/906052-data-catalog/suggestions/31919092-power-bi-integration
Hope this helps.
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