PowerBI connects to data. SAS EG is an application.
So the questions is - where does your data reside which you access from EG?
Generally speaking, you need either a local SAS Foundation installation, or a SAS server that acts like an ODBC server. If using ODBC, you need a SAS ODBC driver.
We have found the easiest way to get SAS data into Power BI is to load the tables into SQL Server which Power BI can easily access. If you are just doing this on a single PC then writing out a CSV data file in SAS and importing that into Power BI is an option.
The table one creates in SAS EG is essentially a SAS dataset.
It is simpler to import data into Power BI. The following reference has the details of importing the data.
https://businessintelligist.com/2016/09/09/reading-sas-sas7bdat-files-in-power-bi/
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