To access the folders in the Azure Data Lake Gen 2 storage and connect to a Parquet Data Source, a Shared Access Signature Token (SAS Token) is required. The SAS Token can be used in Power BI Desktop to connect temporarily to the folders and files in that folder.
New token can be created by whitelisting the IP with the New Token option in the Shared Access Signature page.
For a first-time user, there will be no data in the Shared Access Signature page, but a returning user can view the currently whitelisted IPs and the related expiry dates.