Power Query

Also called Get & Transform.
This is a built-in feature for creating data sources, making connections and shaping and transforming your data.

What is Power BI ?

Also called Power BI Desktop.
Is a standalone business analytics applications for creating interactive visualisations and reporting.

Recent Changes

In Excel 2016 this functionality is built-in.
In Excel 2013 and 2010 this functionality was only available by installing the Data Explorer Addin add-in.
The Data tab also changed in the 2017 March Update

Data Tab

Get Data - (Changed in 2017 March). Drop-Down. Discover, connect and combine data from multiple sources. The drop-down includes the commands: From File, From Database, From Azure, From Online Services (New), From Other Sources, Combine Queries, Launch Query Editor (New), Data Source Settings and Query Options.
From Text/CSV - (Added in 2017 March).
From Web - (Added in 2017 March).
From Table/Range - (Renamed in 2017 March). Create a new query linked to the selected table. If the selected range is not part of a table, it will be converted into a table.
Recent Sources - Manage and connect to recent sources.
Existing Connections - (Added in 2017). Import data from common sources.

Refresh All - (Ctrl + Alt + F5). Button with Drop-Down. The button updates all the information in the active workbook coming in from external sources. The drop down includes the commands: Refresh, Refresh Status, Cancel Refresh and Connection Properties.
Queries & Connections - (Renamed in 2017 March). Displays the "Workbook Connections" dialog box. Data connections are links to data sources outside of this workbook.
Properties - This is only enabled when you select a cell that has been populated using an external connection.
Edit Links - Displays the "Edit Links" dialog box.

These data import and transformation features are available in other products and fall under a general term which is known as Power Query.
The functionality that is available in this group can be divided into four categories:
*) Connect - retrieve data that is saved locally, accessible via a service or in the cloud
*) Transform - shape the data based on your specific requirements
*) Combine - create a data model from multiple sources
*) Share - save and share your finished query

Cannot start with an array must always start with a query ?

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