There are several steps to the process of creating a cube that can be used for geographic mapping. In the cube, each level of the Geography dimension must correspond to a layer on the ESRI map service. The idea is to match each Geography level (ex. Region->State->County) in the cube to a layer on the ESRI map service, so it really depends on what levels you have data for in the cube.
There's a pretty good document that explains this in more detail. Have a look at this, and see if it helps.
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