Yes, with just a few steps in Power BI Desktop you can run R scripts and create a data model, from which you can create reports, and share them on the Power BI service. See the following R script as an example.
# Create the data frame.
Emps <- data.frame(
id = c(1:5),
name = c("A", "B", "C", "D", "E"),
age = c(25, 27, 30, 26, 28),
start_date = as.Date(c("2011-01-01", "2012-02-02", "2013-03-03", "2014-04-04", "2015-05-05")),
stringsAsFactors = FALSE
)