The Connector URLs generated by Power BI Jira Connector add-on can be added to Power BI Desktop as a Data Source to import the data into Power BI.
Copy a connector URL from Jira > Power BI > My Connector URLs
Launch Power BI Desktop
Click Get Data > OData feed
Paste the URL copied in Step #1 and click Ok
If prompted for a password, select Basic, provide username/password and click Connect
Server: Your Jira username and password
Cloud: Username and password set on the My Connector URLs screen
Select the tables and click load
Data load will start
After the process finishes, imported Data will appear inside Power BI
For more information, please refer to the video below.