Thanks for writing in here and apologies for the delayed response. It's great that you're looking to hook ftrack up to Power Bi. I should say upfront a task like this would definitely require a good understanding of the ftrack API, if you aren't too familiar personally, do you have access to someone at your studio who may be able to help you implement this.
I'd love to know a bit more about your use case here, since there are various levels of implementation here.
For example, you could use the ftrack API to read the data from a specific entity, and then pump that into power BI. Things will quickly get a bit more complicated if you want to query multiple entities and entire record-sets across ftrack.
Sadly there is no direct connection to the ftrack database, so would be needing to use the API to extract this data. However if you wouldn't mind elaborating on what kind of data you've be looking to represent and what kind of result you are hoping to get our of power BI, I could see how best to advise here.