A Microsoft online analytical data engine used in decision support and business analytics, providing the analytical data for business reports and client applications such as Power BI, Excel, Reporting Services reports, and other data visualization tools.
You need to run SQL Server Setup to add it, as this is an optional component. Choose the option New SQL Server standalone installation or add features to existing installation. When you come to the page Installation Type, select Add features to an existing instance of SQL Server 2025:
On the next page, you can select the features you want to add. However, the scree may look like this:
No Analysis Services in sight! This is because I took these screenshots from a machine with Express Edition. Thus, if you have Express Edition, you first need to upgrade to a more versatile edition.