Hello @Tomasz_Barnas , @Berux ,
I will give you the architectural considerations. Towards implementation, feel free to visit the documentation at SAS.
Please note, SAS OLAP server is a 9.4 technology, not available in SAS Viya (3.5 or 4).
This being said, any tool can access SAS Viya capabilities via Rest APIs, and or SAS Jobs (also accessible via Rest APIs).
When in SAS 9.4, you would need common http requests and/or the usage of SAS Stored Processes - which can be published in the web application SAS Stored Processes and/or as webservice.
In this sense, PowerBI or any other tool can use the capabilities from SAS Viya (more capabilities) and of SAS 9.4
I hope this helps to give you some direction about what aspect of the documentation to look into.