The database sql-mgi-dwh-datamarts contains tables organized as a star schema. 

On Excel select Data->Get Data-> From SQL Server Database

Enter following parameters

Servername: sqlmgi-dw-dev.2e65a4975724.database.windows.net

database name: sql-mgi-dwh-datamarts

and then click OK. 

If asked to provide your account credentials, you need to select the "Microsoft account"

On Power BI, go to Get Data->SQL Server

Then enter the same connection parameters as listed above and click on OK. 

If asked to provide your account credentials, you need to select the "Microsoft account"