On 27 November 2020 I taught a course for Learning Tree (course number D126) in which there was a tricky exercise on using Power Query to load several tables into Excel. The video below goes through the whole process and illustrates several useful techniques:
Using PowerQuery to connect to data sources in Access, Excel and on a web page.
The dialog box that allows you to choose whether to load the data into a table in Excel or whether to just create a connection.
UsingPower Query to promote the top row of data so that it appears as headers.
Using the Column by Example tool in PowerQuery to create a new column from an existing one but without detailed knowledge of the M language.
Merging tables together by defining a Left Outer Join between them.