To be able to export Shopify data into Power BI, you must have the relevant Shopify account permissions. Check Shopify Help Center for more information.
This is a short instruction on how to configure and run Power BI Connector for your Shopify store.
Install Power BI Connector for Shopify
Follow this procedure to download and install Power BI Connector for your Shopify store.
Use Power BI Connector
Create a data source in Shopify and export the data into Power BI by following the instructions provided here.