You will need to connect to Salesforce with Power BI to access the reports. Below are the set of steps to be followed.
Navigate to Get data at the bottom of the new pane in Power BI.
Select Get from the services box.
Select the analytics for salesforce and select the get option.
Click on sign in to start the sign in flow.
Enter the credentials and click on allow
Configure the dashboard and reports.
Select connect for the import process to start. Once done, you will see the dashboard, reports, datasets and all information required.