I have tried to connect the Denodo from Power BI by following the steps mentioned in the user manual [Denodo Power BI Custom Connector - User Manual](https://community.denodo.com/docs/html/document/denodoconnects/8.0/en/Denodo%20Power%20BI%20Custom%20Connector%20-%20User%20Manual). I was able to retrieve the data from Denodo.
Further, If I want to query only specific elements from Denodo, I would use the **ODBC** connector of Power BI and select the created DSN as the data source name. Then in the **Advanced options -> SQL statement **section, I would specify the query to retrieve data.
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!