This existing setup of operational support to an enterprise couldn't cater strategic information management and Decision support system which can combat increased business competition and complexity. Thus, developed the notion of Data Warehouse, which is a centralized solution to enterprise's strategic information need that also acts as Decision Support system. This article gives an overview of all the process involved in building Data Warehouse. Data Warehouse is a multi-step process that begins with an analysis of the legacy data and culminates in the loading and reconciliation of data into the new applications.