What do you mean by "I can't seem to get this to work". Are you facing a specific problem. I have never done this but my understanding is that with power bi embedded you import pbix file into your azure workspace and access it via your application. So if your pbix file is connecting to Azure blog storage and since it is an online data source you also don't need gateway and it should refresh itself. I would point you to this article to get started with Power BI Embedded.