Attention: The Alteryx-supported tab in the Community Gallery will soon be archived. You will still be able to find supported Add-Ons on the Alteryx Marketplace, and all others on the Alteryx-Built tab.
The thing is, you will need to fill the first text input with valid cliend_id/username/password/client_secret parameters. Your Power BI Service/Azure ADMIN can help you to get this. Once you do it, the first API call will then return a valid access_token.