You can refer to my post here if you need help with the URL
Instead of doing an Odata connection you can simply select data “From Web”
when power query comes up, you can convert the json to a table by selecting the “list” hyperlink and then the to table button in the toolbar, then select the expand columns button which is where a filter button normally would appear on an excel row. I normally uncheck “RowIdent” and “Use Original Column Name as Prefix” boxes as well
