Creating Datasource / Cube with PSW or PUC

Hi everyone
It's been few month that I'm working on Pentaho.
I'm currently looking at Cube creation for analysis.

I saw 2 ways of making cube, the first one is of course PSW that works fine for me.
We can also create report and analysis datasource directly in the PUC. Is this way as good as PSW or not?

Is there a big difference between the 2 techniques