I am not aware of specific posts explaining specifically how to integrate to MS Dynamics, however I am eager to see if others in the Community have experience with MS Dynamics and will be responding with details on how they did it.
regarding your 2nd question, there are 3 resources I would recommend as a good starting point:
the Power BI documentation: Power BI REST APIs - Power BI REST API | Microsoft Docs has useful information regarding the endpoints available, authentication methods, and other relevant information for getting this creating this connection