Hi,
I would like to know how OLAP works. Once I get the report output and then i change the dimensions and things like that, does it do another servlet request and run the procedure or does it just use the output provided and work on that?

it does a recall on the database, that's why it is not always very quick....

Is there any other wasy this can be done?

if you mean OLAP the answer is no.
Else I would suggest to take a look at "active reporting"