If you have your data in Databricks, but like to analyse it in Excel, you can use Web API on Power Query. It allows you to not just query an existing table, but also trigger the execution of a PySpark notebook using Databricks Jobs API, and get the data back. This is something I developed for a client recently and thought this might be useful for many data professionals. I have explained the approach in full in my blog post here.
Note that there are other ways to get data from Databricks into Excel; e.g. installing an ODBC driver, or using an SQL endpoint. However, these were not available in my case, because installing a driver wasn't an option, and there was no SQL endpoint available. Using Power Query Web API didn't require any new installation, and also enabled triggering a notebook, which provided more flexibility than other options.