You can use the SELECT INTO statement to export formatted data to a file.

Data Export with an SQL Query

The following query exports data into a file formatted in comma-separated values (CSV):

SELECT Country, Education INTO [csv://[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer.txt] FROM [[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer] WHERE Country = 'Australia'

You can specify other formats in the file URI. The possible delimiters are tab, semicolon, and comma with the default being a comma. The following example exports tab-separated values:

SELECT Country, Education INTO [csv://[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer.txt;delimiter=tab] FROM [[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer] WHERE Country = 'Australia'

C#

String connectionString = "User=myuseraccount;Password=mypassword;URL=http://localhost/OLAP/msmdpump.dll;";

using (SSASConnection connection = new SSASConnection(connectionString)) {
  SSASCommand cmd = new SSASCommand("SELECT Country, Education INTO [csv://[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer.txt] FROM [[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer] WHERE Country = 'Australia' ", connection);
  int rowsAffected = cmd.ExecuteNonQuery();
} 

VB.NET

Dim connectionString As [String] = "User=myuseraccount;Password=mypassword;URL=http://localhost/OLAP/msmdpump.dll;" 

Using connection As New SSASConnection(connectionString)
  Dim cmd As New SSASCommand("SELECT Country, Education INTO [csv://[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer.txt] FROM [[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer] WHERE Country = 'Australia'", connection)
  Dim rowsAffected As Integer = cmd.ExecuteNonQuery()
End Using

You can specify other file formats in the URI. The following example exports tab-separated values:

C#

String connectionString = "User=myuseraccount;Password=mypassword;URL=http://localhost/OLAP/msmdpump.dll;";

using (SSASConnection connection = new SSASConnection(connectionString)) {
  SSASCommand cmd = new SSASCommand("SELECT Country, Education INTO [[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer] IN [csv://filename=c:/[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer.csv;delimiter=tab] FROM [[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer] WHERE Country = 'Australia'", connection);
  int rowsAffected = cmd.ExecuteNonQuery();
} 

VB.NET

Dim connectionString As [String] = "User=myuseraccount;Password=mypassword;URL=http://localhost/OLAP/msmdpump.dll;" 

Using connection As New SSASConnection(connectionString)
  Dim cmd As New SSASCommand("SELECT Country, Education INTO [[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer] IN [csv://filename=c:/[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer.csv;delimiter=tab] FROM [[AdventureWorksDW2012Multidimensional-SE].[Adventure Works].Customer] WHERE Country = 'Australia'", connection)
  Dim rowsAffected As Integer = cmd.ExecuteNonQuery()
End Using