How do you setup gateways for dynamic365 in powerbi for refreshing purpose?

Hello,

How do you setup gateways for dynamic365 in powerbi for refreshing purpose? I have installed "On-premise data gateway" already. At the moment, the 'refresh' option is still greyed out. Checking the 'manage gateway', I try to add new data source but cannot see dynamics 365 as an option.



Thanks,
Ricky