Yes - there are two ways to do that. You can either do it through the API, which I find very difficult and have never gotten to work properly.
OR
You can use a 3rd Party data pipeline company, which makes it incredibly easy to automate pulling your data into Power BI directly or a separate database/data lake, which you can then flow to Power BI. At Enterprise DNA we use Dataddo.com for this type of automation. I have found their service to be outstanding and their products to be powerful and easy to use. If they don’t have a connector you need, the will often build it for you for free, and you just pay for the usage.
I hope this is helpful.
- Brian