In Power BI, we can create Date Tables to work with time intelligence. One step in this process is to mark the table as a date table, so Power BI knows to use the table for this purpose.
To do this, select your dates table in Power BI Desktop and go to the Modeling tab, select Mark as Date Table:
Select the date column from the date table and click OK:
You will see the icon in the Date field of your date table change: