Multi-Dimensional eXpressions MDX is a declarative language. A developer will use it to query multi-dimensional data structures known as OLAP Cubes. It is also used within the cubes to create aspects of the cubes.
Installation or Setup
Similar to SQL for doing your first steps in MDX you need to start by installing a Server.
There are several servers available that are compatible with MDX (check wikipedia page) with a couple of them free or with a community edition.
Once you’ve your server you’ll have to create your schema, you might as well use a demo or default schema available. Creating a schema is a vendor specific task, so you’ll have to follow the documentation of each vendor.