The feature has only been announced and is not supported in the Excel stable distributions.
Users have also been requesting for years that Python be supported as an official scripting language in Excel. Albeit Microsoft said last year it was considering this highly-requested feature, there was no announcement at Build 2018 regarding Python support.
In addition, Microsoft also announced that Excel would also be able to import custom charts and reports from Power BI, a business analytics service provided by Microsoft that renders interactive visualizations.
Last but not least, Microsoft also announced "Flow" integration in Excel, giving users the ability to send data from their spreadsheets hosted in SharePoint and OneDrive for Business to many services such as Teams, Dynamics 365, Visual Studio Online, Twitter, etc.
"The [Flow] integration will first be shipped as an add-in in the Office Store and will become an in-the-box component later this year," Microsoft said.