I can't say that I have that much more success. When I'm logged in with Windows authentication, I get "Login failed. The login is from an untrusted domain and cannot be used with Integrated authentication." I believe is due to that I am in a workgroup.
If I log in as sa, I can run
select * from sys.dm_exec_compute_nodes
However, if I try:
select * from sys.dm_exec_dms_services
I get "Cannot execute the query "Remote Query" against OLE DB provider "MSOLEDBSQL" for linked server "(null)". Error processing metadata query sp_execute_memo: Object reference not set to an instance of an object." On the first attempt the query ran for five minutes before dying. I also find a dump in the log directory for Polybase. (On subsequent executions the error message is instant.)
I also find that if I try to stop the Polybase services, the Data Movement service stops, but the Polybase engine service does not. If I kill it through Process Explorer and restart the service, the query again runs for five minutes before producing the same error message.
For the record, I'm on CU7. (But you should not be on this CU, since Microsoft has pulled it due to an issue with database snapshots.)