By PowerBI embedded, do you mean the PowerBI service (the web based PowerBI portal)?
I don't believe it is possible to use Direct Query for MySQL but you can definitely schedule a daily refresh for the data model in the PowerBI service. To schedule a daily refresh you would need to setup a gateway, for my organization we use an enterprise gateway.
My setup looks like this:
1. Design report in PowerBI desktop (a MySQL connection is setup here).
2. Publish report to PowerBI service
3. Install Enterprise Gateway. Once setup you will be prompted to add a data source. Here I added the MySQL database as a datasource (entered database address, credentials etc.).
4. In the PowerBI service, I then clicked settings in the top right menu with the little cog symbol.
5. Then click datasets.
6. Then click the dataset you uploaded.
7. Then click Gateway connection and ensured the gateway was selected.
8. I then verified the data source connections just below the gateway section and then finally you will see the schedule refresh section beneath the credentials. My MySQL data sources refresh 8 times a day (the maximum amount with a PRO license - a free license is just once a day I believe).
As a side note: in order for the data set to refresh @ scheduled time it will need to connect to the gateway to be able to 'tunnel' through to the MySQL database. Therefore, it is optimal to install your gateway on a machine that is always on (I use a virtual machine on my company's server).
