Get Data And All
you can connect the data from an extensive range of sources. On the home screen, click Get Data, which will show you all the common data sources list Mostly Used Data Sources
If you want to see more data sources, select More Options It Opens Get Data dialog box You Can Show Here All Avalible Sources ,under different categories, and there is a search option to find any particular data source you want In power Bi
File
To connect with these data sources, you must provide the file’s location. In Your Device
Database
You must pass the server name and select Connectivity mode- Import or DirectQuery to connect. You can also enter the server address and the server name. 
Power Platform
You can connect data from different Power Platform services such as Power BI dataset
Azure
Using the Azure option,you can connect to the database in the Azure cloud
Online Services
Power BI also allows you to connect to different online services such as SharePoint Online List,Salesforce, Google Analytics.
Other
The below Figure shows the various options available under other different category.
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