XMLA connect Wiki
ODBO provider for connections to XMLA data sources
Status: Beta
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alexa77
There is a document here that shows how to create a new connection, in general.
With respect to Mondrian there are two "flavors":
1. Only Mondrian.
After configuring this one you normally don't need username/password. All you need to know is the location of the Xmla service. The image below shows the connection properties in such a case (I have the service available at http://127.0.0.1:8080/mondrian/xmla):
Be aware that the location IS case sensitive.
2. The one from Pentaho BI Server.
This one includes authentication so the credentials should be entered (by default use admin/password):
By default, in this case the service is available on http://127.0.0.1:8080/pentaho/Xmla.