I am trying to enter a new source, which is data in a folder in a sharepoint site. These are my folders: 
I take these steps:
My sharepoint site has three (I want to add more later) folders in it's documents. I want to select which folder to look in -> in this case it's test "Test1" folder.
How can I select the folder? The site URL field is prompting me to use the root site URL, but then it retrieves data from all the folders?
I'm glad to hear you solved the problem. I would make a brief summary of this thread:
Issue Symptom:
Retrieve data from specific Sharepoint folder with Power BI,The site URL field is prompting me to use the root site URL, but then it retrieves data from all the folders?
Current status:
The issue has been solved. The solution is using SharePoint.Contents() retrieve.
In case the link doesn't work, I've taken a screenshot of the joint steps involved:
To retrieve data from a specific SharePoint folder with Power BI, you can use the SharePoint folder connector in Power Query Here are the steps to follow:
1.Open Power Query and select Get Data.
2.Select SharePoint folder and paste the URL of the SharePoint site that contains your folder in the Site URL text box.
3.If this is your first time visiting this site, select the appropriate authentication method and enter your credentials.
4.When you select the SharePoint folder you want to use, the file information about all of the files in that SharePoint folder are displayed. In addition, file information about any files in any subfolders is also displayed.
5.Select Combine & Transform Data to combine the data in the files of the selected SharePoint folder and load the data into the Power Query Editor for editing. Or select Combine & Load to load the data from all of the files in the SharePoint folder directly into your app.
For more detailed steps and screenshots, please refer to this document: https://learn.microsoft.com/en-us/power-query/connectors/sharepoint-folder
