In order to get learning data from cloud LMS365 you will need Power BI client for preferred platform and API Secret Key for your tenant (provided by support request - please don't forget to mention your tenant address). Steps below describe interaction with desktop client.
1. Using the Power BI desktop client, create a new report.
2. Select Get Data > OData Feed.
4. Access an OData feed modal window will open and display "The user was not authorized" warning. In Basic tab paste API key both in Username and Password fields:
6. Select the tables that you want to use for your visualizations.
7. Go on building visualizations as needed.
TIP: You may be interested in this tutorial.
TIP2: For more technical details about OData service provided, please check the document attached.