My mysql server is on the cloud. I install the connector to connect mysql on Window 7 machine. Then I try to connect from Power BI to MySQL server. I give the IP address and database name, my root credential. Then I click on save. It gives me the following error.
DataSource.Error: MySQL: Unable to connect to any of the specified MySQL hosts. Details: Message=Unable to connect to any of the specified MySQL hosts. ErrorCode=-2147467259
Then I try to connect from mysql workbench with the same credential from the same machine. I can connect, but I am not connecting from Excel Power BI.
I found that you need to install a special driver to get PowerBi to work with MySQL. The link to that driver is actually in the error message (but you can't click on it or select the text?).

mysql-connector-net-6.6.5.msi
I found the file here.
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