Using Gateway to make Power BI work the way it should automatically work

Well once again, I am faced with an extremely non-intuitive dilemma for something that seems like it should already be incorporated into Power BI. Which seems to be the common theme with this software, by the way. Kinda like the nightmare I went through with Microsoft support before finally getting the correct instructions to use Microsoft Azure (why?), to set up a new domain (why?), organizational account (why?), and blah blah blah (why?) just to be able to use these stupid community forums! I mean seriously, WTF! If i'm already signed into Power BI, let me use the **bleep** forums with those credentials! Why the extra headache?!

And yep, here we go again. I built a monster of a "report" in Power BI desktop that does a lot of stuff, grabbing insane amounts of data from our ERP system's database, as well as from several Excel documents on our network (that's right, on-premises data). Now that this beast is done and working properly (after countless hours of figuring out how to get clunky program to do what I need), I simply want to 'publish' it and be done. Oh but no!!! It could never be that simple with Power BI because I have on-premise data, and Power BI is too under-developed to provide a built-in means to use that data on the cloud-based app. Worst of all, the instructions on how to do this with the Gateway program are essentially non-existent.

Here's what I have done so far:

I installed the program (I am using Windows 10 pro). It said it installed successfully. I signed in. It said the gateway was up and running. I closed the window. In Power BI service, it said it could not use the gateway. I went to open the app and could not find it. I typed "gateway" in the Windows search bar, per Microsoft's instruction on how to start the program) and it could not find it. I went to the default directory where it installed (in appsdata for some reason) and there was an empty folder in there, with only another empty folder within it called telemetry. I went to control panel, programs and features, and looked for the program there. It was not listed. I tried to install the gateway again and it said it was already installed. I restarted my machine and still could not find any trace of the installed program. I deleted the empty folders from appsdata and deleted the items from the registry for this gateway. After that, I was able to reinstall the gateway. This time, I did everything the same, but for whatever reason, it now seems to be installed properly and I can find it from the search, relaunch it, etc. Real quality software here. Never have I ever seen a program do a wierd ghost install like this.

So on to the new problem... how am I supposed to use this to get my on-premise data to automatically refresh through the Power BI service? I have no instructions at all. There does not seem to be anything to configure. All I know is it says it is up and running, both from the Gateway application and in the Power BI service, yet Power BI cannot use it/connect to it. Here are the details it gives me:

Failed to use the selected gateway. Please make sure the gateway is up and running and try again.
Please try again later or contact support. If you contact support, please provide these details.