There are three different connectivity modes in PowerBI which are:
Import Mode:
In PowerBI, Import Mode is the default mode since it is most frequently used and delivers fast performance. It can integrate the data from a data source as shown. Imported data is stored in the disk and it is fully loaded while querying or refreshing.
Direct Query Mode
Direct Query Mode is another method of importing data with query to retrieve data from a pre-existing data source. When the data volume is too large, we use DirectQuery to avoid refreshing data as it can take a long time.
Composite Mode
This mode is an amalgamation of both Import and DirectQuery modes. This mode supports calculated tables which DirectQuery doesn’t. It delivers the best of Import Query and DirectQuery modes.