Power BI developers integrates multiple data sources using Power Query and the data modeling capabilities of Power BI. They connect to various data sources, such as databases, Excel files, cloud services, or APIs, and use Power Query to clean, transform, and combine data into a unified format. They then establish relationships between different tables within the data model, enabling a seamless integration of diverse datasets. By using DirectQuery or Import modes strategically, they balance performance with data granularity. This integration allows businesses to visualize and analyze data from multiple sources in a cohesive, interactive report.