Azure AD to authenticate user using Power BI embedded with azure SQL DB

Hi, 

We tried to authenticate users from Azure AD for Power BI embedded.

When connecting with credential from AD, it asks for SQL DB host/login/pwd of the needed azure SQL.

We could not find any documents about configuration to not use any login/pwd of Azure SQL DB..

Does anyone have experience or can explain how to do that ? It looks something "normal" but we cannot find that on azure AD parameters/rules.

Thank a lot for your help,

Ben