The on-premises data gateway acts as a bridge to provide quick and secure data transfer between onpremises data (data that isn't in the cloud) and several Microsoft cloud services. These cloud services include Power BI, PowerApps, Power Automate, Azure Analysis Services, and Azure Logic Apps. By using a gateway, organizations can keep databases and other data sources on their on-premises networks, yet securely use that on-premises data in cloud services.
Can use the Power Platform dataflows to load entity in CDS with the option to transform data.
Reference:
https://docs.microsoft.com/en-us/power-bi/connect-data/service-gateway-onprem
https://nishantrana.me/2020/07/07/load-data-from-sql-on-premise-to-cds-common-data-service-using- powerplatform-dataflows-in-power-apps/