Can't create any objects within OLAP database
Use SQL Server Data Tolls (SSDT) to create the SSAS objects and deploy them to the SSAS server, where they can be managed through SSMS.  Once created, modifications can be made to cubes in SSDT with the changes deployed and accessible in SSMS.  The following items outline this further.  While the last link covers the deployment process, the third item (configuration) details the deployment server property and other deployment related settings.


SSDT
Creating SSAS Projects
Analysis Services Projects Configuration
Deploy SSAS Projects