create a Linked Server

Hi All,
I havnt worked so much on Analysis services, so need your help for the below activity I need to perform.
It is to create a Linked Server named TEST_BKUP_OLAP between the SQL database TEST38 (ABC database) and the analysis services database TEST_OLAP_260 (ABC database).
Here I am not sure what I need do for this request. First I tried to create a linked server on the SQL Instance TEST38 for TEST_OLAP_260, and I was able to successfully register the OLAP instance on SQL instance. But when I am trying to explore the tables on linked server it is showing me access denied.
Can somebody help me on this, as I am confused weather we can register a SQL server on OLAP instance, or do we need to register the OLAP instance on SQL instance.
Thanks,
Rahul