These are just definitions and very basic information. You might see that there are 3 kind of language available to work on SSAS via SQL Server Management Studio. They are DMX, MDX and XMLA.
DMX: Data Mining Extensions, this language is used for SSAS object, but especially for data mining structure. DMX statements are used to create process, delete, copy, browse, and predict against data mining models. 
XMLA: XML for Analysis is a Simple Object Access protocol (SOAP) - based XML protocol, designed specifically for universal data access to any standard multidimensional data source residing on the Web. Microsoft SQL Server Analysis Services implements XMLA per the XMLA 1.1 specification. XMLA is the native protocol for SSAS, used for all interaction between a client application and instance of Analysis Service. Both Analysis Management Objects (AMO) and ADOMD.NET use the XMLA protocol when communicating with an instance of Analysis Service. This XMLA Queries are mainly used for Administrative purposes such as taking backup, moving data, etc.
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