Do I need a gateway with xml files on an Azure VM

Hi,

I have copied a map with xml files from a server to my local machine.

The data is placed in on c:\data\organization\xml

Created PowerBi report and published it to the PBI Service.

Now I don't want to use the old server anymore and created a VM on Azure.

So copy the files to same map on VM c:\data\organization\xml

1. Do I still need a gateway since this VM is also on Azure?

2. If not. How to "tell" PBI service to find the files on VM c:\data\organization\xml and refresh them?

Thanks in advance!