MDX is usually just a read-only language.
With an OLAP cube you have two options to change the data:
- UPDATE/INSERT to the underlying SQL data mart yourself, and then rebuild the cube
- Use something called WRITEBACK where you set numbers directly in the cube, and it decides how to save these back to the data mart (which is tricky if you set a number at the top level, and it has to decide how to split that value up between all the members down to the bottom level)