Reading your question, it seems you are talking about SAP SQL Connector and not OLAP connector, as you want to tradt cubes directly.
If this is correct, you need to find out Fact, SID and Master/text tables behind and extract then separately into QVCD format. Then, at QV side, you may link them up together again.
If you contact your partner, there is anicce QV template application, which lets you specify any Cube and downloads all related data into QVD format. Then you can link them again in QVW document.
Other option lfor you would be to use OLAP connector and read via a BI Query. But this has some limitations for number of records or so.
Hope this helps.