Re: Direct query with mySQL using Power BI Embeded

 Due to the current limited data sources, the only option for connection that they provide to you at the moment is "Direct Query". This method of connection to a data sources does not require refreshing as it is always up to date.

Automating refreshes for a data set is handled in the Power BI Service. I am not aware of any method to update a PBIX file locally.

The on-premise solution rolls into SSRS 2016, and that refresh is handled via SSRS I believe.