DataSet - can i change it from direct to import?

Hey Anurag,
To your note, “import is always there for you”? That’s the part I don’t understand. How is import still available from a dataset?

I’ve added three screen shots. The first is what it looks like when i first bring in the dataset. The second is what it looks like when i click on transform data, it asks me to create a local model. The third is what it looks like when i create that local model.

it appears to go from a “live” connection to a “directquery”,in neither case do i have access to the data when i click on transform data as well direct query is very slow.

Can i take this dataset to a “import” mode?