Power Query is an Excel add-in that can be used for data discovery, reshaping the data and combining data coming from different sources. Power Query is one of the Excel add-ins provided as part of Microsoft Power BI self-service solution.
You can think of an ETL tool built into your familiar Excel to search or discover data from a wide variety of data sources (both from your enterprise as well as from online public data sources). Power Query has an intuitive and interactive user interface which can be used to search, discover, acquire, combine, refine, transform and enrich the data. For more information click here.