Enterprise Gateway on Windows 10 Stand Alone Machine

I have installed PowerBI Enterprise Gateway on a stand alone (No Domain) Windows 10 machine with SQL Server Installed and a static IP address. When Managing gateways on the PowerBI WebApp it says the gateway is connected OK but when I go to create an Analysis Services Datasource I get the following error : 

Am I able to set this up using a machine not connected to a domain? Any Help would be appreciated as the documenttation is fairly vague.