If you have multiple data sources in a workbook, you can link common dimensions so that an action on a dimension in one data source affects the same dimension in other data sources in the same way. For example, you want to filter the Calendar Year dimension in one data source to 2017 and have all the Calendar Year dimensions in any other data sources in your workbook also reflect on data for 2017.
On the Analysis tab in the Design Panel, you can recognize linked dimensions by an icon that is displayed next to the dimension name.