Power BI 2016 Integration

I am sorry if these are basic questions and I am only developer. So, I am not much aware of the DBA stuff.
Our company is moving in the direction of installing SQL server 2016 and I read that you can integrate Power BI and run on
SQL server 2016. So in that case do we not need any Gateway setup for refreshing the data every time like the way we currently need to do? Also, do we not need to upload reports/ dashboards to Microsoft cloud (like we upload to app.powerbi.com) in order to share them with others?
Please point me to the links where I can learn about this 2016 integration stuff. Thank you for your answers.