Data that is already in SQL server, and we want to visualise it - is OLAP the only option? How can we do data mining on this data if we can not install data mining add in on the production SQL server.
I suggest you to play with Tableau Desktop. Tableau is a commercial product but currently is one of the best in visual analytic, with connection to almost all database engines, including of course MS SQL Server.
Take a look here http://www.tableausoftware.com/products/desktop from this page you are able to download a free trial.