Cloud Computing is an emerging technology that empowers the present day business scenario by providing services on demand instead of an integrated product. Many of applications on cloud deals with huge amount of data and these are often used for analytical processing to exploit the business intelligence. However working with very large scale of data is often time consuming and requires higher processing time. Materialized views are built and maintained to pre-fetch an effective subset of the entire database for current and immediate future usage. The materialized views are constructed on data warehouse, data marts and virtual data warehouse. In a cloud computing scenario, quite often the materialized views for the distributed data centers resides in different data servers. One of the major challenges is to handle multiple OLAP data sources. The data needs to be, integrated and analyzed continually in an efficient manner before the views are built. This paper emphasizes on integrating heterogeneous data sources to create virtual data warehouses that could be deployed in a cloud environment.