directly connecting to OLAP cubes is currently not (yet) possible - although we are working on a new extension which would allow that. Up to now, you would have to extract the data you want to analyze and store them in one of the zillion formats which can directly read by RapidMiner.
By the way: I moved you post into the "Getting Started" board.
How to load processes in XML from the forum into RapidMiner: Read this!
yes, this should be possible now without any extension only by using the operator "Read Database". The only thing you have to manage is to establish a database connection to a MS-SQL-Server via "Manage database connections" available from RapidMiner-Studio Menu toolbar (Tools).
Yes, I can connect to Microsoft SQL Server Database Engine and read our source and staging tables of our datawarehouse.
But I can't find any method to connect to Microsoft SQL Server Analysis Services (SSAS) and read our OLAP cubes with the defined dimensions and facts.
We've put a lot of work into modeling the cubes in SSAS, defining dimension hierarchies and so on. Having to repeat all of that in Rapidminer seems like an awful lot of repeating and managing a duplicate model all over