Hi @Guillaume_G ,
Three points that you need to pay attention to about gateway:
1)It's not installing gateway in one environment. It's using gateway in one environment.
You need to install gateway in your computer.
Then in one powerapps environment, create connection with on-promises data source by using gateway.
2)For now, you could only use gateway in default environment.
Community plan environment is not supported.
3)You need to have powerappps standalone plan(per app plan/per user plan) to use gateway.
Other licenses do not support this feather.
What's more, you do not need to worry about the permission of your gateway. Even if you create connection by using gateway in the default environment, that does not mean all the users in the talent could use this gateway. You need to share your gateway to make others have the permission on this gateway.
Best regards,