Power BI is an amalgamation of these major components:

• Power Query (for data mash-up and TRANSFORMATION): You can use this to extract data from various databases (like SQL Server, MySql, and many others ) and to delete a chunk of data from various sources.
• Power Pivot (for tabular data modeling): It is a data modeling engine that uses a functional language called Data ANALYSIS EXPRESSION (DAX) to perform the calculations. Also, creates a relationship between various tables to be viewed as pivot tables.
• Power View (for viewing data visualizations): The view provides an interactive display of various data sources to extract metadata for proper data analysis.
• Power BI DESKTOP (a companion development tool): Power Desktop is an AGGREGATED tool of Power Query, Power View, and Power Pivot. Create advanced queries, models, and reports using the desktop tool.
• Power BI Mobile (for Android, iOS, Windows phones): It gives an interactive display of the dashboards from the site onto these OS, effortlessly.
• Power Map (3D geo-spatial data visualization).
• Power Q&A (for natural language Q&A).