The publish step sends the report from the Power BI Desktop to the Power BI Service (cloud).
See the Microsoft documentation: Create reports in Power BI . You need a report to begin.
Anaplan doesn't support PowerBI Cloud.
We developed and maintain the PowerBI Desktop Anaplan connector.
To publish a report to Power BI Service (cloud):
- Select Publish from the Power BI Desktop report dialog.

The publishes to the Power BI Service (cloud). Sign in to Power BI Service to see the report.