One powerful approach to importing data into Power BI Desktop is to combine multiple files, which have the same schema, into a single logical table. With the November 2016 release of Power BI Desktop (and subsequent releases), this convenient and popular approach has been made more convenient and more expansive, as described in this article.
To start the process of combining binaries from the same folder, select Get Data > File > Folder.
Prior to the November 2016 release of Power BI Desktop, you could combine certain file types with the combine binaries transform, but there were limitations:
Customers asked for more intuitive operation of the combine binaries operation, so the transform was enhanced.
Power BI Desktop now handles the combine binaries more effectively. You start by selecting combine binaries, either from the Home ribbon tab in Query Editor, or from the column itself.
The combine binaries transform now behaves as follows:
The transform allows you to select a specific object from the first file, for example, an Excel workbook, to extract.
The combine binaries then automatically does the following:
With the new behavior of combine binaries, you can easily combine all binaries within a given folder as long as they have the same file type and structure (as in, the same columns).
In addition, you can easily apply additional transformation or extraction steps by modifying the automatically created exemplar query, without having to worry about modifying or creating additional function query steps; any changes to the exemplar query are automatically generated in the linked function query.
There are all sorts of data you can connect to using Power BI Desktop. For more information on data sources, check out the following resources: