Connect to data sources - learn.microsoft: How-to guide on how to connect to different data sources
Query overview - learn.microsoft: Overview of Query Editor GUI
Connect to data sources with DirectQuery - learn.microsoft: DirectQuery modality of data source connection; comparison with import mode
About using DirectQuery in Power BI - learn.microsoft: DirectQuery modality of data source connection; comparison with import mode; more in depth
Power BI Desktop Data Storage - community.powerbi: Where do the data get stored locally?
Power BI and SSAS: Power BI Desktop xVelocity and SSAS
Microsoft Analysis Services - wikipedia: What is SSAS
DAX overview - learn.microsoft: What is DAX
Microsoft xVelocity - quora: What is xVelocity
The VertiPaq Engine in DAX: Chapter from "The Definitive Guide to DAX: Business intelligence with Microsoft Excel, SQL Server Analysis Services, and Power BI" covers the internal architecture of the VertiPaq engine: the in-memory columnar database that stores and hosts model exploited by DAX.