In the SharePoint Online list or library, go to Integrate -> Power BI -> Visualize to visualize the list or the library. A new browser tab opens with an automatically generated report. And you could easily change the data in the report.
In the Power BI, click Get Data -> More -> Search for SharePoint, then retrieve data from SharePoint folder, SharePoint list. After finishing the Power BI report, use Power BI modern web part to show it in the modern page.
References:
Power BI SharePoint Integrations in Quick Steps
Embed a report web part in SharePoint Online
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