It have an option in "CRM Dynamics 365 on-premise" but I can't use it. And I think it's strange to make an option if you can't use it.
I have an account on Power BI. Power BI Desktop is connected to CRM with OData and I created a report. Then I created a dashboard on the Power Bi service.
But the option to create a power bi dashboard or insert Power BI vigettes doesn't appear in the CRM Dynamics 365 on-premise.