There are many different ways you can integrate with Dynamics CRM. Here I will go through some of the available options.
Web API
The Web API is a RESTful web service. It uses JSON for requests and responses. You can use Web API with JavaScript. This works both online and on premise. This is useful for connecting Power BI to Dynamics CRM.
https://yourinstance.crm.dynamics.com/api/data/v8.1/
E.g. https://yourinstance.crm.dynamics.com/api/data/v8.1/accounts/

OData
The OData endpoint is deprecated with the release of Dynamics 365, but is still available for compatibility purposes.

https://yourinstance.crm.dynamics.com/XRMServices/2011/OrganizationData.svc/

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