A Practical Union
The Practical Union of OLAP Analysis and Geographic Mapping, ArcUser, Feb. 2006
The OLAP for ArcGIS add-on includes a tutorial to guide new users through the process of creating maps based on OLAP data.
Technical support is not available for free add-ons. However, you may send inquiries to olap@esri.com.
Yes. To visualize queries from SAP BW, you must check the Allow External Access to this Query option for your SAP query on the Extended tab (on the Query Properties dialog box) in the SAP Query Designer Tool.

The OLAP for ArcGIS add-on implements an ArcObjects plug-in data source. You can access the plug-in as described in the ArcObjects Developer Help (Chapter 7: Customizing the Geodatabase—Other Plug-In Data Source Topics):
Code
Public Sub AddPlugInLayer()
Dim pFeatWorkspace As IFeatureWorkspace
Dim pTable As ITable
Dim pWorkspaceFactory As IWorkspaceFactory
Set pWorkspaceFactory = CreateObject("esriGeoDatabase.ODBOWorkspaceFactory")
Set pFeatWorkspace = pWorkspaceFactory.OpenFromFile("C:\Documents and Settings\%UserName%\Application Data\ESRI\ArcCatalog\OLE DB for OLAP\Analysis_Services", 0)
Set pTable = pFeatWorkspace.OpenTable("Sample")
End Sub
A few notes: The add-on stores connection and Multidimensional Expressions language (MDX) queries in the user's Application Data directory (e.g., C:\Documents and Settings/‹User Name›\Application Data\ESRI\ArcCatalog\OLE DB for OLAP\‹OLAPConnection›). The OLAPConnection variable in the previous path expression does not exist. It is simply used to indicate a folder that has the same name as displayed for this particular OLAP connection in ArcCatalog. Specify this folder as the workspace string when calling IWorkspaceFactory.OpenFromFile().
For each OLAP table defined for this OLAP connection, there will be an *.ods file in this folder. Specify the name of this file (without the *.ods extension) when calling IFeatureWorkspace.OpenTable().
The following Microsoft .NET Framework error message appears when exiting ArcCatalog by using the Exit menu command on the File menu or by clicking the X in the upper right-hand corner of the application window while the Table Wizard window is still open: "An unhandled exception has occurred in a component in your application. Click continue, and application will ignore this error and attempt to continue. Object reference not set to an instance of an object."
This issue is caused by an incorrect .NET cleanup sequence in ArcCatalog. A service pack or bug fix will be provided to address the problem in the future.