There are three main connectivity modes used in Power BI.
SQL Server Import
An SQL Server Import is the default and most common connectivity type used in Power BI. It allows you to use the full capabilities of the Power BI Desktop.
Direct Query
The Direct Query connection type is only available when you connect to specific data sources. In this connectivity type, Power BI will only store the metadata of the underlying data and not the actual data.
Live Connection
With this connectivity type, it does not store data in the Power BI model. All interaction with a report using a Live Connection will directly query the existing Analysis Services model. There are only 3 data sources that support the live connection method - SQL Server Analysis Services (Tabular models and Multidimensional Cubes), Azure Analysis Services (Tabular Models), and Power BI Datasets hosted in the Power BI Service.
