Microsoft has a free Microsoft Data Management Gateway that you can install on your desktop or server to act as a broker to create an OData data source from a local data source. The OData source can be consumed by any application that can connect to OData url endpoint such as Power BI in Office 365 or in Microsoft’s new standalone online version of Power BI, or Excel etc.
For example setup Microsoft Data Management Gateway on your desktop which creates a local Service that is connects a local SQL Server database to a Data Management Gateway Cloud Service in Power BI.
Remote users can then connect to Office 365 or Power BI via internet and connect to the endpoint to use data using Excel Power Query add-on.