Back when we were using Power BI for Office 365 (V1), I did an end-to-end feature diagram. Since the first one was popular, here's an updated diagram for the "new" Power BI (V2):
Note the above is accurate to the best of my knowledge as of late September 2015. For instance, integration with the Azure Data Catalog isn't available yet but it will be. The pace of change is fast, so please be sure to verify.
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