You have a few items to consider when using OLAP cubes. Note that OLAP is a rich and broad topic. These are just a few of the features.
Viewing an OLAP Cube Online
One of the tools provided in Excel allows you to display a spreadsheet or pivot table as a web page, and you can even make it interactive for the user. The same is true for working with an OLAP cube. Likewise, you can control whether opening the web page will force a refresh of the data, and you'll have the same formatting issues with numerical data and with charts. It's possible to create VBA code to handle the formatting for you. You can also export from the web page back down to a new Excel file for further analysis if so desired.
Writing Back to a Cube
If the cube has been write-enabled, and if that cube's aggregations are all of the sum variety, then the user can paste data back to the cube, directly altering the values in cube cells. This allows the analyst to engage in "what-if" scenarios. For example, if the cube has a measure for the state tax rate on liquor sales, you can write-back to that measure postulating that the rate for a given state is raised by two percentage points and see immediately the impact this will have on your bottom line. That kind of information can help you decide whether you will want to stop selling alcohol in that state, raise your retail prices, or fight the proposed tax hike.
Setting Actions in a Cube
Perhaps while you are browsing a cube that has been set up for inventory data, you notice that a regional Foodmart warehouse is running low on some item. If the DBA has made use of the Actions feature, you can select a restocking action directly from the cube, which then starts the ordering process or sends a notification to the appropriate manager.
If you have several cubes you would like to look at as if they were one cube, you can ask your DBA to create a virtual cube. This is much like the use of database views to combine various fields from multiple tables. To you, the virtual cube won't appear any different.
Building a Local Cube
Building a local cube requires connecting to an OLAP cube on an Analysis Server. On the PivotTable window, open the PivotTable drop-down. Choose Client-Server Settings, and on that dialog box click the button labeled Create Local Data File. Click Next, choose which dimensions you want to include, click Next, choose which measures you want to include, click Next, choose the name for and where to store the local cube file, and then click Finish.