Pleaes follow these steps to run PowerBI.com Integrate samples:
you need to register an application in https://dev.powerbi.com/apps
Redirect URL - http://localhost:13526/Redirect
Home Page URL - http://localhost:13526/
Redirect URL - http://localhost:13526/
Home Page URL - http://localhost:13526/
Redirect URL - http://localhost:13526/
Home Page URL - http://localhost:13526/
Registration Example:
Copy Client Id and Client secret to web.config file