Hi @tdailey77,
Do you want to create connection to Dynamics 365 within Microsoft Flow?
Microsoft Flow only support connecting to Dynamics 365 Online currently, so it is not necessary to use a gateway.
If you want to create a connection to Dynamics 365 in Microsoft Flow, you should select a trigger or an action of Dynamics 365 connector within flow firstly. If you are the first to use Dynamics 365 connector, it would connect to Dynamics 365 automatically with current login account of Microsoft Flow, you could also add a new connection to Dynamics 365:
Then it would prompt that login in Dynamics 365 with your Dynamics 365 account:
After that, the connection is created:
In addition, please check and see if the following article would help you understand Dynamics 365 connector better:
Create a flow by using Dynamics 365 (online)
More details about Dynamics 365 connector, please check the following article:
Dynamics 365 connector
Best regards,
Kris