I would check out the following KB article on achieving the desired result: https://kb.tableau.com/articles/howto/Connecting-to-Files-Hosted-on-SharePoint-Online-or-Office-365
Hope this helps!
Thanks for your reply!
This way we can't directly connect to Sharepoint online.
Is there any method we can directly connect using certain authentication system?
Currently we are using windows AD authentication,where as sharepoint online is using here single sign on ping.
How we can implement single sign ping in Tableau?