Hey
Looks like you got the formula from the post here.
You can use it in PBI Desktop, after loading the data from the Query Editor, by going to the "Data" section (spreadsheet icon on the left side), selecting the table on the right side that you want to add the colum to, and navigating to the "Modeling" ribbon on top. There you will click "New Column" and add the formula below:
UTCTime = VAR UnixDays = [UnixTime]/(60*60*24)
RETURN (DATEVALUE("1/1/1970")+UnixDays)
Hope this helps,
Alan