How to get Northwind data into Power Query?

Follow these 6 steps:

Step 1 : Copy Northwind path https://services.odata.org/V3/Northwind/Northwind.svc/

Step 2 : Open an Excel File > Data > Get Data > From Other Sources > From OData Feed

Step 3 : Paste Northwind path in OData feed window > Press OK

Step 4 : Navigator window will appear > Tick the checkbox of Select multiple items > Tick the checkbox of Order_Details (Any table you want) > Click on Select Related Tables button until you get message "We didn't find any more related tables." shown in Image 4 > Click on Close

Step 5 : Click on the Drop Down menu under Load > Click on Load To..

Step 6 : Select Table radio button > Select New Worksheet radio button > Untick Add this data to the Data Model > Click OK