CA is dependent on the datasource settings. At the risk of stating the obvious have you turned Drill Through on SQL Server Analysis Services?
Edit the required cube in SQL Server Analysis Manager.
- Under ‘Tools’, select ‘Drillthrough Options…”
- Make sure you turn on the first option “Enable drillthrough”
- Select the fields you want to enable drill through
Once you are in CAP, right click on the cell you want to drill through, and you will get the detailed information.
Hope this helps.