DAX Date functions

Hello all,
I've just started power query and Bi, and have followed a tutorial in which the expression '=# date( [year column], [pmonth column] , [day column]) was used, this did work, but I can't find it in the Microsoft DAX expressions on the Ignite site. Nor in the drop down list when entering.
I tried some of the other 'date' functions that came up but they returned errors.
Can someone please explain the # or direct me to where an explanation can be found.

Thank you,
Richard.

Sorry no not really.

Dicken