Power Query is a self-service ETL (Extract, Transform, Load) tool which runs as an Excel add-in. It allows users to pull data from various sources.
Power Pivot is an in-memory data modeling component that enables highly-compressed data storage and extremely fast aggregation and calculation.
It provides a built-in ability to connect to SaaS services like Salesforce and many others. It provides connectivity to on-premises and cloud sources using a combination of direct query and periodic data refreshes.