I recently wrote a sample for a WCF behaviour extension to allow you to consume an API in BizTalk if it was secured with Azure Active Directory.
In this video I have used that sample to show how you can use the Power BI API from BizTalk Server in a very simple way using the Web-HTTP adapter to consume rest services. The original post with the sample WCF behaviour is on the following link: https://mikestephenson.me/2015/11/16/biztalk-wcf-behaviour-extension-for-waad-authentication/