hello @Abdul_Rehman9 welcome to the community. Currently, the Atlas SQL Interface and its components (Atlas SQL JDBC, ODBC, Power BI Connector, and Tableau Connector) only support connecting to Atlas. We are working on a SQL Interface version that supports on-premise MongoDB clusters. We expect that to be released next year (first part of the year).
In the meantime, we have our on-premise BI Connector that can be used with Power BI. This is licensed for EA customers.