Data Warehouse is an information system mainly used to support strategic decision. During last few years there is a need arise to manage multimedia data in decision making process in business industry which leads to build Multimedia data warehouse. Multimedia data warehouse is a collection of large volume of image, audio, video and text data. To efficiently store, access and analyse such data there is a need arise to manage these data. Data management includes the access and storage mechanisms that support the data warehouse. Storage and retrieval of multimedia data is a critical issue for the overall system's performance and functionality. Multimedia data warehouse must be studied in order to provide an efficient environment in which data can be efficiently stored, retrieved and analyzed. In this paper, we propose the architectural framework to build multimedia data warehouse with the aim to provide better performance. To achieve better storage, access and analysis performance certain techniques are incorporated. Storage efficiency is improved by using provided compression technique and partitioning method. Access and analysis efficiency is improved by representing multimedia data by multilevel features and by applying indexing technique.