Is it possible to combine data from multiple data sources in SSAS? If yes, how do you accomplish it?

SSAS allows combining data from multiple underlying data sources into a single DSV. To be able to add Table(s)/View(s) from multiple data sources, first you need to create a DSV using your first source and this source acts as the primary data source. Now after the initial DSV is created, you can add one or more data sources into DSV which will act as secondary data sources and you can choose additional Table(s)/View(s) from the secondary data sources which you want to include in your DSV.

 
The key thing while combining data from multiple data sources is that the Primary Data Source must support OPENROWSET queries. Hence in most cases, SQL Server is used as the Primary Data Source.