Unless your goal is to use Power BI to visualize sql queries directly from the Odoo Postgres database, connecting directly to any ERP database is not advised. You may even consider Metabase, perhaps it’s better suited for that purpose.

Power BI works best with a star scheme data model.  Using the Power Query editor to construct a data model is possible, but can get very complex very soon. 

Best advise I can give you is to periodically backup your entire Odoo database and import that database into a staging database and create a data warehouse to connect PowerBI to. There are 3rd party apps to facilitate periodic backups. Basically you need to process a sql dump each time. 

I am currently doing a pilot with Pentaho to do this. I would be happy to assist if you have any questions.