I have an on-prem server that currently has an Azure Data Management Gateway installed on it. Can I also install the Power BI Enterprise Gateway on that same on-prem server? If not, how should I go about installing the Power BI Enterprise Gateway?
I don't see any reason technically why you couldn't install on your Azure DMG however depending on the specifications of that server and the amount of people you expect to use your PowerBI gateway it might be better on a separate server.
The documentation provides a really good walkthrough for installing the gateway... https://powerbi.microsoft.com/en-us/documentation/powerbi-gateway-enterprise/#download-and-install-the-power-bi-gateway---enterprise