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It sounds like you're trying to pull in data from SSAS into an existing Board database, if so then MDX Federator won't be the solution, that allows for building a Board database over SSAS but doesn't allow you to combine SSAS data with an existing Board database. If you just want to pull in a new dataset from SSAS you have a couple of options:

Option 1 would be to create an SSRS report to extract the dataset you wish to load, you can then extract that report to CSV (either manually or as a scheduled process in SQL Agent) and load it into Board as with any other flatfile. 

Option 2 would take a little more setting up but can be very useful, it's possible to create a linked server which points at an SSAS instance, you can then create a view in a SQL database to sit over the top of that linked server and return the required dataset as with any other view. You will need to do some data-cleansing as querying SSAS in this way leaves in square brackets around entity values if I remember correctly, but once you have your dataset returning as you want it you then have a simple job to set up a normal SQL datareader in Board to import the data. 

Hi, unfortunately there's currently no way I know of to set formatting for cell border colours for individual blocks, only the background and foreground colours. The closest I know of if you want to highlight certain columns with a coloured border would be to create an empty column by setting it as a text algorithm column with a value of " ", custom formatting it to have the background colour of the desired border and then placing one copy on either side of the column to be highlighted. You can then set the width of the "border" columns to be narrow enough so as to appear as a border for the column being highlighted. See below

I realise that isn't exactly what you're trying to do but perhaps it might be of some use to you or somebody else looking to highlight a column in this way, the Alert functionality could then also be used to set the "border" colour dynamically if desired.