Hi Enmanuel,
You have a comple of options here:
1) You can use the Pivottable control which is part of OWC (Office Web Components). This is an ActiveX control you can put directly on your Form and it can connect to the Analysis Services and grab data from the OLAP Cubes;
2) You can use ADOMD, which works something like ADO but can make multidimensional queries through MDX;
3) Another alternative is to use XML for Analysis, which is an extension that Microsoft developed to allow applications query Analysis Services through a Web Service interface. You can get more information about XML for Analysis at
http://msdn.microsoft.com/library/en-us/dnxmlspec/html/xmlanalysis.asp.
HTH.