Power BI on-prem data gateway for Azure devops pipeline?
I have succeeded in getting the Azure devops pipeline to create releases and deploy to on-prem resources (sql servers) .

The overall solution was indeed to install and configure a self-hosted windows agent for azure pipeline. This agent vm has the redgate powershell components installed on it. 

Some interesting hurdles that had to be overcome :

1) when running the .\config.cmd to install and configure the agent, it has to be run in a regular powershell cmd shell. ISE doesn't work.

2) copy and paste didn't work to get my PAT into the powershell window when running config.cmd. I actually had to type it in.

I'd love to see the MS docs get cleaned up a bit. They were pretty unclear in relation to what I saw on my screen in .visualstudio.com

Cheers.