Step 1 - check the docs:
things to note:
ODBC data sources are not supported for multidimensional solutions
AND if you want to connect to other databases, you need an "An OLE DB provider".
So a quick google for MySQL OLE DB brings me to this link:
Specific to SSIS, but the basics are the same. That should get you up and running.
The above is all just my opinion on what you should do.
As with all advice you find on a random internet forum - you shouldn't blindly follow it. Always test on a test server to see if there is negative side effects before making changes to live!
I recommend you NEVER run "random code" you found online on any system you care about UNLESS you understand and can verify the code OR you don't care if the code trashes your system.