How-to: Bring your own data warehouse to Microsoft Dynamics 365 for Operations
Many customers have an existing data warehouse where Microsoft Dynamics AX ERP data constitutes a fraction of the share and non-ERP data constitutes a larger share. In such situations re-architecting the whole data warehouse may be infeasible. Customers would need AX data in their own data warehouse, which is why Dynamics 365 for Operations supports the option to bring your own data warehouse (or BYODw - not yet an industry acronym, but it will be).
When would a D365 for Operations customer opt for BYODw, when the customer can leverage the entity store (AXDW) out of box for all reporting based on AX data? If they have their own data warehouse and need information from D365 Operations, then they need to choose BYODw.
Using D365 for Operations (AX), you can export data to an Azure SQL database and then pull the information from there to your own data warehouse.