Here is a collation of some useful Power View and Multidimensional Models literature from TechNet and Office.com.
Quote from the above article: This does not support connecting to and creating reports for multidimensional models. Power View for multidimensional models supports browser based Power View clients only.
In light of this information, it makes sense that you will need to create RSDS files in SharePoint and here is the link on how to do this: Create a Shared Report Data Source Connection to a Multidimensional Model 
Once you have set up your connection, you can create your Power View report: Create a Power View Report with a Multidimensional Model Data Source
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To get an overview of how Power View in SharePoint works with Analysis Services Multidimensional models, take a look here: Understanding Multidimensional Model Objects in Power View
Explore the Adventure Works Multidimensional Model by using Power View – This article walks users through creating a Power View report and exploring the sample Adventure Works multidimensional model.
Explore the Adventure Works Multidimensional Model by using Power View