The Power BI data gateway is software that you intall on the SQL Server hosting the Pims Database. The gateway facilitates access to the data from Pims to the Power BI environment. See Microsoft's documentation here and here for more information on installing the gateway on the SQL Server.
When installing the gateway software you need to authentication againts the Power BI environment that will host the gateway. If the Power BI environment is owned by the Pims client the client needs to provide the credentials.
Create a user and role with access to the Pims data that is going to be used by the Power BI reports, dashboard etc
After the installation the gateway will be added to the Power BI environment and will be configured through Power BI Admin Center.
The administrator needs to add a Data Source to the gateway, one per Pims database if multiple. Provide the Power BI administrator with:
Database name and Pims database credentials (described below) to be used with Basic Authentication Metode.
In order for a Power BI dataset to use by the gateway after the a report is published, its important that the user developing the report uses the same Server and Database name as specified in the gateway configuration.
For more information on how to create a dataset which uses the gateway see Microsoft's documentation here