How can I put Civi data in a data warehouse that supports OLAP cubes?
What do you mean? If you want to just do some reporting you could use any toolset like Pentaho, ClickView, Business Objects, Tableau or Periscope that you can attach to the CiviCRM database. Data warehousing sort of assumes you want to do your reporting on a frozen copy of the database, which you can easily do by dumping the CiviCRM database regularly. If you use a toolset that works with OLAP cubes you will have to define those cubes in your toolset. Something like ClickView does not need that. It does however require that you know your way around the CiviCRM database.