UsageExample project that is deployed into SSAS Entity Framework Provider folder is that kind of an example.
Every class that is included into DbContext and participates in a query is an entity. But this fact is hidden a little bit, because UsageExample shows EF code first usage only.

SSAS Entity Framework Provider includes AdomdExtensions class library, that allows to execute raw MDX from .NET and map the flat result recordset into EF entities (.NET objects). It is often a work-around in cases if SSAS Entity Framework Provider does not provide functionality that is present in MDX.