To connect to an OLE DB provider:
Follow the instructions in Creating an OLAP Connection File.
Select the database to connect.
NT domain authentication is performed for OLAP cube files (.cub). If the user name and password provided (when attempting to process or retrieve dimensions) are not valid, an access error is returned and the user cannot access the file. To access the file, provide a valid NT domain user name and password. To specify a domain, enter it in the user name field in the form DOMAIN\jdoe.
By default, Interactive Reporting Web Client users are prompted to enter their Windows credentials (user ID, password, and optionally Windows domain, which can be specified in the login user ID prompt field, preceding the user ID text and delimited by a backslash; for example, if domain is HyperionDomain and user ID is user1, HyperionDomain\user1 can be specified in the user ID field when logging on to Microsoft OLAP databases. These changes are enforced to provide more secure access to these databases. If prompted, the user must enter credentials that can be successfully authenticated by the Windows operating system at the database server. Failure to provide credentials that can be successfully authenticated by Windows results in an error message being returned to the user and login to the database being denied. If the user's credentials are successfully authenticated, the database login proceeds and any role-based security on cube data granted at the database level for the specified user ID is invoked and honored. If no role-based security is implemented at the database level (the database cubes and their data are available to all users), the database administrator can choose to publish an Interactive Reporting database connection file or the database with a pre-assigned system-administrator-level user ID and password. If users access the database using this Interactive Reporting database connection file, they are not prompted to enter any login credentials. They have passed through to the database, where access to all cube data is allowed. Note that these statements also apply to Interactive Reporting Web Client users who access local cube files created from Microsoft OLAP or other OLE DB for OLAP databases (such as the sample cube files that are presented with the sample files provided with the installation).
If the OLE DB for OLAP database provides the ability to retrieve dimension properties, select Enable Retrieval Of Dimension Properties and click Next.
Select the name of the Provider from the drop-down box and click Next.
For more information about the remaining dialog boxes, consult the database documentation of the provider.