The bottom line on connecting to SSAS is that you need some sort of trusted Windows authentication. When you don't have a domain, this means that you will need to use Pass-Through authentication. You will need to have matching usernames and passwords on both the client machines and the SSAS box.
In ProClarity Desktop & Web Professional, there is an Advanced section that can be used to supply credentials when the current Windows credentials are not trusted by SSAS. In a test where my client machine was on a domain and my SSAS server was not, I could not connect using the Advanced section. If you cannot configure a non-domain or domain/non-domain environment with SSAS, you may want to investigate HTTP cube access or contact the SSAS support group.
Here are some of the errors you might see when trying connect to a non-domain SSAS instance while not using trusted Windows authentication (domain or Pass-Through):
Errors in the OLE DB provider. Could not connect to the redirector. Ensure that the SQLBrowser service is running on the '<serverName>' server"
An error was encountered in the transport layer"
On a side note, when you try to connect to a named SSAS instance without including the instance name, such as server\ instead of server\instance, you may see this error:
The following system error occurred:"