Prerequisite: Please make sure you have installed the Power BI Insights Connector App.
In Dynamics 365 Business Central open the Power BI Insights Connector App.
Select Related > Setup per Company > Dimensions Setup.
The Business Central Insights apps will give you the ability to filter your data by 15 custom dimensions, including standard Customer Group, Salesperson and Item Group dimension.
Please note that the Dimension Setup is app-specific. Each app can have a unique set of dimensions. For example, a Sales Campaign dimension might only be relevant for the Sales app, but not for the Purchasing or Inventory app.
When you install the connector, the first 8 dimensions will be copied from the General Ledger Setup.
In Power BI you will find all 15 dimensions in the Filters pane on the right side of the reports.
Please note the Dimensions Setup is company specific. You will need to set dimensions for each company separately.
You can find more information about dimensions here.