The following workarounds will sometimes allow you to connect to a Cognos cube.
Use the Other Databases (ODBC) connection to connect to Cognos and create a data extract.
Warning: Although it may be possible to connect to Cognos using the Other Databases (ODBC) data connection, success often varies, and full compatibility with Tableau features cannot be guaranteed.
Move the data from the unsupported data source onto a supported data source, such as SQL Server, MySQL, or Oracle, and then connect to the database using the supported data connection.
The ability to connect to Cognos from Tableau Desktop is not currently supported.
CarpeDatum has a product called TM1Connect. It simplifies the connectivity issues caused by multidimensional olap tools dramatically.Please have a look at this link also
Thanks TharaShasank Davuluru,
By the way do you know more about Cognos ODBC Connectivity to Tableau.
I am not sure from where i need to download the ODBC Driver..
I will try and keep you posted.