To specify drillthrough options for a virtual cube

In the Analysis Manager tree pane, under the database that contains the virtual cube, expand the Cubes folder.

Right-click one of the source cubes of the virtual cube, and then click Edit. The Cube Editor opens.
On the Tools menu, click Drillthrough Options. (If this command is not available, the cube structure is not valid. The problem can be determined by clicking Validate Cube Structure on the Tools menu.)

In the Drillthrough Options dialog box, ensure that the Enable drillthrough check box is selected. Drillthrough must be enabled on the source cube before enabling drillthrough for the virtual cube.

In the Columns tab, select the columns to be displayed when drillthrough is executed. Please note that selecting a column to which a cube role is denied access and then granting the cube role the ability to drill through, security exposure is created. (Access to a column can be denied by using dimension security or cell security.) When the end users in the cube role drill through, they access the denied column.

Optional.) In the Filter tab, specify a filter (WHERE clause expression) to limit the result set returned by drillthrough. Do not include the keyword WHERE. For example, to limit the result set to fourth-quarter data, specify:   "shipment_facts"."quarter"=4

(Optional.) If the user does not want drillthrough to be enabled for the source cube after selecting the display columns, he will have to clear the Enable drillthrough check box. This option provides users the ability to drill through to the selected columns through the virtual cube but not through the current source cube.

Click OK.

In Cube Editor, on the File menu, click Save.

(Optional.) If there is more than one source cube, select the name of the next source cube from the Cube box within Cube Editor. Repeat Steps 3 through 9 as necessary for each source cube.
Exit Cube Editor.

In the Analysis Manager tree pane, right-click the virtual cube for which you want to enable drillthrough and click Edit. If the properties pane is not expanded in Virtual Cube Editor, expand it by clicking Properties beneath the tree pane.

Click the Advanced tab of the properties pane, and then click the value next to the Enable Drillthrough property.

Click True to enable drillthrough for the virtual cube.

In Virtual Cube Editor, on the File menu, click Save.

First Page: Tutorial 61: MSAS - Defining and Creating Drillthrough