POWER BI DESKTOP - Power BI Desktop is a free application you can install on your local computer that lets you connect to, transform, and visualize your data. Most users who work on Business Intelligence projects use Power BI Desktop to create reports, and then use the Power BI service to share their reports with others. Microsoft Power BI Desktop is built for the analyst. It combines state-of-the-art interactive visualizations, with industry-leading data query and modeling built-in. Create and publish your reports to Power BI. Power BI Desktop helps you empower others with timely critical insights, anytime, anywhere.

POWER BI SERVICE - You have already signed up for Power BI service and added some data. ... Dashboards are something that differentiates Power BI service from Power BI Desktop. The main features of your Power BI service UI are the following: navigation pane (left nav) canvas (in this case, dashboard with tiles)

POWER BI CLOUD - Power BI is a business analytics service provided by Microsoft. It provides interactive visualizations with self-service business intelligence capabilities, where end users can create reports and dashboards by themselves, without having to depend on information technology staff or database administrators.

POWER BI EMBEDDED - Power BI Embedded is intended to simplify how ISVs and developers use Power BI capabilities. 

Power BI Embedded simplifies Power BIcapabilities by helping you quickly add stunning visuals, reports, and dashboards to your apps.