John was correct that 64-bit of Excel add-in is not supported. Once you installed the 32-bit Excel Add-in, it does not automatically comes on when you launch Excel. You need to go into Add-In module and enable the Add-In (click on the check box), then you will see the Essbase Add-In launched. When it's done, you will see the Essbase as a Menu choice next to SmartView.
Mady, I hope you were not trying to open the Add-Ins directly from Windows. The Essbase XLL and XLA work within Excel as Add-Ins, not as executables. When I doubled-clicked on the XLL and XLA, I got the Microsoft Security warning, which I assume that is what you were doing wrong. You can also google Excel Add-Ins on how to manage it if you are not sure what to do. It's very straight forward.