In GP 2016 you can now add Power BI visuals to the Home page.
These are a few of my favorite things: Microsoft Dynamics GP 2016 – Power BI Feature
Microsoft Dynamics GP 2016 – Power BI Feature – Microsoft Dynamics GP Community
Reporting & BIGP 2016
Archived post from 2016. Dynamics GP and the links it points to have changed since; check current documentation before relying on version-specific steps.