If you want to select a column which you previously removed you can simply open the advanced editor, find the #"Removed Columns" step, find the column you want to have in your dataset within the line of the step and erase it.
No, MS Dynamics 365 is like the evolution of Dynamics AX, and it's ment to be in the cloud. As a matter of fact, in MS Dynamics 365 you don't access executing a program, you access through a browser. It's a different program and a different approach, but they do the same.
