Open a PowerBI report and obtain the embed URL.
Go to Azure DevOps, under Overview select Dashboards. Create a new dashboard and search for the embed widget. Paste your embed URL from PowerBI in the URL field on the form.
If you do not have an active session with PowerBI online, the widget containing the PowerBI report will first show a button asking you to login. That button will not work due to the iframe running in a sandbox, so you may have to manually go to PowerBI online and login then return to Azure DevOps 👎. Will update if able to find a workaround.