Yes, I had to set up a separate stream analytics job as outlined in that tutorial. I also came across these two links which basically outline the same process:
1 - https://azure.microsoft.com/en-us/documentation/articles/stream-analytics-power-bi-dashboard/
2 - http://radacad.com/stream-analytics-and-power-bi-join-forces-to-real-time-dashboard
I found these links on a Power BI community forum that was discussing this very topic. Essentially there are two ways that Power BI can ingest streaming data from Azure. The first way is as I’ve done it, using a stream analytics service. The second (better) way is to set up a “streaming dataset” from within Power BI. This is basically an integration on par with the Pubnub integration already present. It isn’t quite ready yet, but apparently they are working on it.
Here’s the a link to that discussion: