There are several tools available on the next to query an SSAS OLAP instance using MDX queries.
But most of the time you have the OLEDB drivers on your machine.
But some tools lack the authentication mechanism to poke into an OLAP cube that is not in your domain.
Like this MDX Query generation for QlikView
It allows you to connect but you can’t send across any authentication to connect remotely.
runas.exe /user:YourDomain\User /netonly “C:\Program Files (x86)\MDX Query Generator for Qlikview\QlikviewMDX.exe”
And it will just do fine !