Unlike multidimensional data sources, relational data sources don’t have built in hierarchies. However, often relational data sources have related dimensions that have an inherent hierarchy. For example, a data source may have fields for Country, State, and City. These fields could be grouped into a hierarchy called Location. You can assemble relational hierarchies by dragging and dropping in the Data window.
Drag a field in the Data window and drop it directly on top of another field.
When you want to create a hierarchy from a field inside a folder, right-click the field and then select Create Hierarchy instead.
When prompted, type a name for the relational hierarchy and click OK.
Drag any additional fields into the hierarchy. You can also re-order fields in the hierarchy by dragging them to a new position.