You enable PowerDesigner support for analysis services as follows:
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Select , and select the Add-ins category in the left-hand pane.
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Select the Microsoft SQL Server 2005 Analysis Services add-in (PowerDesigner.AddIn.Pdm.SQLServer.dll) and then click OK to install it and return to the model.
For more information, see "Managing add-ins" in the Models chapter of the Core Features Guide.