You can definitely read data from an OLAP database using DTS. All you need to do is create a connection using an OLAP OLE/DB provider and in your datapump you will need to use an MDX SELECT statement that gives you the data you are after.
A word of warning - my experience suggests that if you select a large amount of data from your cube you may find that it takes much longer than you would like. You may need to break your query up so it returns smaller sets of data to get around this limitation.