The database installer for SQL Server 2008 and SQL Server 2008R2 does not automatically deploy the Analysis Services database. To deploy the analysis services database perform the following steps:

Ensure that the SQL Server Analysis Services service account for the instance you will be deploying to has access to the instance where the AdventureWorksDW2008R2 sample database is stored, and also has access to that databases, and the account is at least a member of the db_datareader role for the AdventureWorksDW2008R2 sample database. Start Business Intelligence Development Studio by clicking Start / All Programs / Microsoft SQL Server / SQL Server Business Intelligence Development Studio. Click File / Open / Project/Solution Navigate to the appropriate folder containing the Analysis Services database solution. If the sample databases were installed to the default location: For SQL Server 2008: C:\Program Files\Microsoft SQL Server\100\Tools\Samples\AdventureWorks 2008 Analysis Services Project\standard\Adventure Works.sln will contain the solution for SQL Server Standard. C:\Program Files\Microsoft SQL Server\100\Tools\Samples\AdventureWorks 2008 Analysis Services Project\enterprise\Adventure Works.sln will contain the solution for SQL Server Enterprise and SQL Server Developer.For SQL Server 2008R2: C:\Program Files\Microsoft SQL Server\100\Tools\Samples\AdventureWorks 2008R2 Analysis Services Project\standard\Adventure Works.sln will contain the solution for SQL Server Standard. C:\Program Files\Microsoft SQL Server\100\Tools\Samples\AdventureWorks 2008R2 Analysis Services Project\enterprise\Adventure Works.sln will contain the solution for SQL Server Enterprise and SQL Server Developer.Analysis Services databases are not supported on other editions of SQL Server.After opening the solution, in the Solution Explorer double click the "Adventure Works.ds" data source. Click the Edit... button just below the Connection String box. Supply your SQL Server (database engine) server and instance name (if its a named instance). Click the Test Connection Button. If the test succeeds, click OK and OK to save the changes. Right click on the solution in Solution Explorer, choose Properties. On the Adventure Works DW 2008 SE Property Pages dialogue, choose the tree item for Deployment. Change the Target - Server property to your AS server name and instance name (if it is not a default instance). In the solution explorer click right on the solution (Solution 'Adventure Works') and click Deploy Solution