Power BI developers integrate external data sources using built-in connectors for various systems such as SQL databases, Excel, Azure, SharePoint, and third-party APIs. They use Power Query for data extraction, transformation, and loading (ETL) to clean, shape, and combine data before importing it into Power BI. Power BI developers can also connect to cloud-based sources like Google Analytics, Salesforce, or other CRM platforms, making Power BI highly versatile. They ensure that data from multiple sources is unified into a single data model, allowing for consistent reporting and holistic analysis across different systems.