QlikView does not support natively accessing OLAP Cubes running MDX Queries.
But with a little creativity you can get it going.
1. First of all I setup an IcCube OLAP In Memory Cube to run the MDX against in the IDE.
IcCube supports the XML/A protocol natively
Of course you can use your existing SSAS cube(s) as well as a data source, if you have setup an XML/A endpoint config.
I just used IcCube to get a quick testing environment.
2. Next I have used MS SQL as a middleware to grab the OLAP Cube data.
This MS SQL Express (Free) Edition is just there to connect to from the QV client.
3. On the QV client I made an ODBC connection to the MS SQL Express.
Next I run the OPENROWSET Query against the OLAP Cube using XML/A protocol.
As you can see the OPENROWSET command is executed locally on the MS SQL Server.
See : DATA SOURCE=http://localhost:8282/icCube/xmla?msrs
This makes it super easy to access the CUBE data.
Put in there your MDX Query and go.
4. When finished, reload and and look at the result.
This is realy fun stuff you don’t learn at school