Hi
I think there is no option to create OLAP (BW) connection through UDT
You can create relation connection to access the BW, then create universe on top of Bex Q/Info Providers in UDT.
Find the below links for more info.
http://scn.sap.com/community/semantic-layer/blog/2014/04/14/sap-bw-is-an-olap-vs-relation-connection