Just a quick one with some pretty pictures..
Step 1: Select a nice blank cell in Excel (B4 for instance)
Step 2: From the Data tab on the ribbon, select From Other Sources > From Analysis Services
Step 3: Enter the name of the server you want to connect to
Step 4: Click Next and then select the name of the Cube to which you want to connect from the dropdown
Step 5: Select the location of your new pivot table
Step 6: click OK and Robert’s your Mother’s brother.