With Power BI, you'll be working with data structures that contain data from several tables that must be linked together via relationships. To allow visuals to be sliced and diced by data from different tables, well-connected thought-out tables, using connections, are necessary for performing together.

You may work with the data in both tables as if they were a single table after you've connected them with a relationship, relieving you from having to worry about relationship parameters or combining columns and rows into a single table. 

However, no automated relationship building will occur if Power BI Desktop cannot detect a link between two tables with a high degree of certainty. In such situations, you must establish a connection. Read more: https://www.netcomlearning.com/blogs/466/how-to-create-relationships-between-multiple-tables-in-power-bi.html