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Data Gateway - What Am I Doing Wrong?

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I'm completely new to Power BI and the On-premises Data Gateway but have recently installed it to get to know the product.

 

The installation was successful and from within Power BI (web app - pressed the cog - manage gateways) I was able to see and configure the gateway. I also added a data source under the gateway to my SQL server and this shows as "Connection Successful." All good so far.

 

What I think I've failed to understand is what I do next. I thought there would be a mechanism to connect to the SQL data source in Power BI (web app) but in "Databases & More" the only options are Azure SQL DB, Azure SQL Data Warehouse, SSAS and Spark. If I select SSAS and press connect it shows "No resources found."

 

So what I'm trying to figure out now is whether something is not working or, more likely, I'm simply using the product wrong. I've searched the forums and seen similar questions asked but they seem to skip over the part I'm missing.


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