Connecting to D365 app...Oauth2 not selectable

I am trying use PBI Online to connect to the Microsoft Dynamics 365 Process Analyzer app.  I enter my API URL and then it has a drop down for selecting the type of authentication.  My options are Anonymous, Basic and WindowsWithoutImpersonation.  There is not Oauth2 selection in the dropdown.  When I try using the listed methods, I just wait indefinitely and nothing ever happens. I can connect to the D365 Sales Manager Content using my API URL and Oauth2.  Here is a tuturioal I was looking through which specifies using Oath2 for connecting to this app.

https://blogs.msdn.microsoft.com/crm/2017/05/17/analyze-your-dynamics-365-business-processes-with-power-bi-and-add-its-analytics-to-your-dynamics-365-dashboard/

Does anyone have any ideas on why I cannot see that in my drop down?