Building Dimensions and Cubes in 11.1

Hi Experts,
Can anyone provide me a weblink or atleast steps as to how to create a Dimensions and Cubes in OWB 11.1.
For practice purpose i am accessing HR User. In there i have selected Locations and Countries table and is using it to create the Place_Dim (Place Dimension)
Issues:
1. What are Levels and Heirarchiies
(In ROLAP its asking me to use the surrogate Key i both the levels)
2. It is asking me to bound it to table or view. I have never seen any help regarding in bounding and out bounding in the tool.
Please help.
Regards,
Ravi Remje

Many Thanks Dave for your help. The links are very helpfull.
I have a silly doubt in my mind. Kindly apologize for my dumbness.
Concerns:
I went through the OWB tool and came to the conclusion that the DIMENSIONS and CUBES are logical object. However, if i want to use it as a Physical table, is it any way as in how we can use the simple tables as different types of dimensions and facts by changing their loading type. Is it any possible way to implement the same feature for DIMENSION and CUBE objects. I dont want them to be used as views but as a table.
Please help.
Regards,
Ravi Remje

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    Hi Importek,
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    http://social.msdn.microsoft.com/Forums/en-US/a2696e29-e68e-45a8-8dae-fa8fa5640575/receive-the-following-error-when-trying-to-build-cube-errors-in-the-highlevel-relational-engine?forum=sqlanalysisservices
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    Hi All,
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    Hi,
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    Hi,
    tparvaiz wrote:
    Hi,
    I am new to the cubes concept, although I've used it several times in the past to analyse the data but never explored options beyond that. using excel, I can get different dimentions from the cube such as customer information, location, etc.
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    See the forum FAQ {message:id=9360002}

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