When you select that menu option, you then get to select which information map you want from the list in your repository. Note that you can open only relational information maps (not OLAP maps).
Once you select your map, the data items selection dialog pops up. It might take a few seconds to populate as EG discovers the data items and filters in your map. From there, you can select which data items and filters you want to apply for this information map data source.
When you click OK, EG issues some code (using the INFOMAPS library engine) to extract the selected data from the information map. This works like an import step, pulling the data from the map and storing it in a SAS data set. The data is filtered according to the filters you selected (multiple filters are ANDed together). Note that you get the detail data in this step, not an aggregated view like you might see in SAS Web Report Studio. The detail data is usually more appropriate for use in further analysis.
Each time you rerun the process flow, the map data is refreshed into your SAS session. You can use the result set (a SAS data set) in any subsequent task or SAS program.
No immediate plans for OLAP data via InfoMaps with the INFOMAPS engine or within EG.
EG allows you to get to OLAP two ways right now: registered OLAP cubes via metadata, or using "Private OLAP Server" to get to 3rd party cubes such as MS Analysis Services or SAP BW (using OLE DB for OLAP as the connector).