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.
Follow this procedure to download and install Power BI Connector for your Shopify store.
Create a data source in Shopify and export the data into Power BI by following the instructions provided here.