Hope this isnt a repost, at least I didnt find any results that I was happy with on google.
The thing is I don't know much about OLAP connections but I'm decent when it comes to SQL requests but I would like to further my skills
What site, book - would you recommend
MSDN has a set of basic tutorials that will help you install/browse a sample OLAP environment.
http://msdn.microsoft.com/en-us/library/ms170208.aspx
These highlight the different areas in an SSAS project.
In terms of querying (MDX) you can look at the SQL Server Central - Stairway to MDX series of articles: