You can either import data into Power BI, or with some data sources you can connect via DirectQuery as a live connection. Import Data will bring whole data into the Power BI, Full functionality of Power BI including DAX and Power Query will be available with the method. DirectQuery however is available only for limited number of data sources. with DirectQuery data will be fetched each time from the data source. In this lesson you will learn main differences and pros and cons of each method.