OLAP basics...

One of the most important aspects of Datawarehousing/Business Intelligence is the aspect of Online Analytical Processing. The key aspects of OLAP are as follows:
Long transactions

Complex queries
Touch large portions of the data
Infrequent updates - Typically in OLAP solutions the data is primarily used for analysis but certain technologies do allow write backs/updates to Cubes. One of the tools which i have worked on which allows such a feature is in Hyperion Essbase where in certain financial cubes one would have the ability to update data in the cube, for example the situation would involve updating budgets for months in a year.
A cube is also known as Multidimensional OLAP. The components of a cube involves the following.
Dimension data forms axes of “cube”
Fact (dependent) data in cells
Aggregated data on sides, edges, corner.

The above aspects of a cube would help one understand and write better MDX queries which can be typically written to access data from a SSAS cube.
There are SQL constructs which would allow one to write queries to examine data, these are provided by the WITH ROLLUP and WITH CUBE constructs.
Here is a Sample Query:
Select dim-attrs, aggrtes

From tables
where conditions
Group By dim-attrs With Cube, this would add to result: faces, edges, and corner of cube using NULL values.