It is not possible to create a filter that would filter OLAP and SQL report at the same time.
It is possible to create an OLAP report action to filter an SQL report. In OLAP report design mode, add calculated members and select “Add Action”. Select the target SQL report. Select the values you want to pass to the SQL filter. The “Add Action“ wizard will create MDX which you can modify. Change target='_blank' to target='frm2'. The number 2 means that the SQL report will be the second widget in dashboard.
It is also possible to create a link in SQL report to point to an OLAP report. The link target should be: target='frm1'. The SQL would look something like: