In this episode of the Dashboard Effect Podcast, Brick and Caleb delve into the intricacies of Power BI, a powerful visual analytics tool. They discuss the two primary components of Power BI: the Desktop version and the Service version, and how they interact with each other. They also touch on the concept of Power BI Embedded, which allows Power BI reports to be surfaced in applications. They then explain the role of Power BI data gateway in maintaining a secure connection between local databases and the cloud-based Power BI service, and the use of Power BI report server for those who prefer to keep their reports within their network.