Actually I may have made a mistake. It is possible the synonym table is only useful for reading flat files and that you'll need to stick with your decode.
Anyway at the risk of repeating:
Open the dimension in the editor using command "dim geography"
Here you will see the names generated by cube builder along with the labels. MUMBAI is a label and the name is likely to be a meaningless string, e.g. C001R005T031.In note pad get a copy of all dimension members and their labels.
As your data uses the labels the synonym table will be a list of translations. The syn editor can be started using the command "Syn <synonym set name>"
Then insert rows such as
C001R005T031 = MUMBAI
C001R005T045 = LONDON
After entering the ACCESS LSLINK command, issue the command DEFINE SYNONYM GEOGRAPHY <synonym set name>.
