Back when we were using Power BI for Office 365 (V1), I did an end-to-end feature diagram. Since the first one was popular, here's an updated diagram for the "new" Power BI (V2).
This diagram was updated on: January 2, 2017.
***With some recent announcements, this diagram needs quite a few updates. I'll be releasing a new version soon.***
Note the above is accurate to the best of my knowledge as of the date in the top left of the image. The pace of change is fast, so please be sure to verify.