How to Download Power BI Pro for Desktop Use
Downloading Powerbi Pro is done separately from the rest of the Office 365 Apps, you can do so by going to the URL: https://myapplications.microsoft.com/ & selecting power BI from the applications tile, from there the application will open in the browser & you can select download icon in the top right corner of the screen, then selecting "Power BI Desktop" from the dropdown menu.
Steps & Screenshots below.
1. Go to URL - https://myapplications.microsoft.com/ & Select the Power BI application Tile

2.Once Redirected to Power BI select the download icon from the top right corner of the webpage.

3.From the dropdown menu, select "Power BI Desktop"

4.When redirected to the download page, simply select your desired language & click the download button.

5. Once download has completed, select & run the Power BI .exe file to start the installation.