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Go to Data, select Get Data and choose a source of the data query.
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In Connect to data source, choose the file or set up your connection and follow the prompts to access and query that data in the Power Query Editor.
You can also select the down arrow next to Get Data, and choose Launch Power Query Editor directly to load or work with existing data queries. For more info, see Power Query - Overview and Learning.
Tip: Become a data pro by taking the Transition from Excel to Power BI course on Microsoft Learn.
Starting a Power Query isn't currently possible in Excel for the web. You can, however, Start a Power Query in the Excel desktop app.
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To open the desktop app, at the top of the ribbon, select Editing > Open in Desktop App.
Don't have the Excel desktop app? Try or buy Microsoft 365.