Relational databases are the typical way of creating an OLAP cube. It should be noted (as with any other type of data source available) that there's no limitation to the number of database sources used when creating an OLAP cube. Data from different databases can be merged to create such a cube.
You can define your own SQL queries as a source of data.
The following cube (as shipped with icCube) is built using a relational database as its data source:
Next chapter: Files details data sources made of one or more files.