I would first connect to the database engine and view the tables which were created as part of the ROLAP cube. If you open BIDS you should be able to see the actual tables being defined as the dim and fact tables.
When executing a query , if there is a trace running on the DB Server you should be able to capture the queries from the Application to the Db engine when you run the MDX, please note he MDX is converted into a SQL statement.