A very small but yet so powerful button in Power BI Desktop is the ”Enable Drill Down” button.
This button will let you drill down in charts with only a click. Just drag the detail field under the already selected field to create your hierarchy. (In my case (Län – County, Postort – PostalCity)

 Without the drill down function enabled a mouse click will
instead mark your attribute. 

The button is positioned in the upper right corner of the chart
You are now able to drill down in your chart

You can download Power BI Desktop here: https://powerbi.microsoft.com/en-us/desktop/