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With the development of information technology, each department of enterprises has generally implemented the management information system, which has improved the operation efficiency of enterprises and strengthened the competitiveness of enterprises to a great extent. With the constant increase of enterprise's data quantity, we should offer the integrated and historical data to senior administrator. How to make use of each section information data in the system, help high governors proceed the related decision analyzes, this problem become increasingly important. Data Warehouse is a kind of technology about data organization and administration, which is suitable for decision-analysis. Data Warehouse can offer the analytical data of decision. Data Warehouse is subject-oriented, integrated, time-variant and nonvolatile collection of data in support of enterprise's decisionmaking [1] .Taking Super Market Management System as example, we discuss in detail how to build Data Warehouse from the traditional data-base management system, and build the model of decision to support the enterprise's making-decision. Introduces how in Microsoft SQL Server foundations, establish the data warehouse of the super market information management. Include the programming analysis that retail trade data warehouse establish and set up the mold process with establish the step.