In this video, I show you how to configure Active Directory Federated Services (ADFS) and the Web Application Proxy (WAP) role, in Windows 2016, so that you can connect from Power BI mobile to SQL Server Reporting Services using OAuth.

The ADFS and WAP servers need to be running Windows Server 2016 in order for this to work and you need to pay close attention to the certificates you are using.

Offical Docs:
Using OAuth to connect to Reporting Services