One of the most asked questions is how to link an OLAP cube with a relational database, or in another way how to join the result of an MDX query with a table stored in a relational database. In this article, we will illustrate how to link a SQL Server Analysis Services instance with a relational database engine using a linked server, then we will give some examples and problems troubleshooting. Examples are conducted using the AdventureWorksDW2014 sample database.