When i tried to connect Sql Analysis Service , i con't able to get Database. The database drop down remained empty as shown in fig below.
SharePoint 2013 Dashboard Designer was written for Sql Server 2008 R2 Analysis Services clients, so we have to install ADOMD version10 for client support.
Download ADOMD here http://www.microsoft.com/en-us/download/details.aspx?id=16978.
After install ADOMD, just perform an IISRESET. Now it will work . Hope this helps!