I was able to connect to Denodo from Power BI through Direct Query and able to see the views and their respective field by expanding the **Field** option by performing following steps:
* In Power BI, navigate to Get Data > others > Denodo.
* Provide the DSN name and select Data connectivity mode as “Direct Query”.
After establishing the connection, you could see the Virtual DataPort views listed. In **Field** option, you can see the fields of the selected view.
For configuring an ODBC connection to Denodo, you can take a look at the [DSN configuration for ODBC connections to VDP](https://community.denodo.com/kb/view/document/DSN%20configuration%20for%20ODBC%20connections%20to%20VDP?category=Northbound+Connections) Knowledge Base Article.
Hope this helps!