I encountered the same problem when building a custom web app using NodeJS.
You need to update the connection string with your parameters (this information might be stored in the PBIX file, but I'm not sure), you can find the connection string in the Azure Portal:
https://msdn.microsoft.com/en-us/library/mt711505.aspx
You also need to update the credentials of the data source in the gateway with the following REST call:
https://msdn.microsoft.com/en-us/library/mt711498.aspx
Check out the source of the Getting Started sample: