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In Power Query for Excel, the first time you load a query you can choose the destination for its results.
Click the bottom half of the Close & Load button and choose Close & Load To...
In the dialog box which appears you can choose where to send the query results.
Here I'm sending the query results directly to the Power Pivot Data Model.
After you've loaded a query for the first time, it's not obvious what to do if you want to change your mind about the destination.
The Close & Load To... option is unavailable after loading the query for the first time.
To change this, return to the Excel window and right-click the query in the Queries and Connections pane.
Right-click the query and choose Load To...
You'll then be able to choose the destination for your query as before.
Choose the new destination and click OK.
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