The first step is always to connect to some kind of Data Warehouse Star Schema. From a technical point of view there is no requirement for that, it is just how it has been implemented for now.
A datastore is created in DataServices Designer pointing to the DWH database. The tables are imported and with that we know the table names and columns (and actually that is all that is required. These tables do not even need to exist physically).
The tables to be used are selected in the datastore and with a right-click they are sent to Index Designer.
All objects Index Designer will generate for us in DataServices, e.g. the Job which creates the tables or the datastore, all will use the prefix "DWH_Accelerated" in this example.
The connection to the BWA is just a technical requirement not something mandatory. The Index Designer will not create the tables in BWA, it will not load it, all of that will be done by DataServices. The only reason why a connect to BWA is done is to validate the created Star Schema for logical errors - validation will be done by BWA.
The next step is to tell BWA the relationships between the tables, what are dimensions and facts, how attributes or measures will be shown etc. - in the Index Designer data model step.