In the SQL Server Data Mining architecture, mining models are first-class database objects (at the same level as cubes) in the Analysis Services database. When you process (train) a mining model, the patterns discovered are stored as part of the mining model object in the database. These can be accessed at any time by querying the mining model using the DMX query language. DMX allows you to explore the patterns in a trained model as well as apply them to new data to return predictions.
See the DMX documentaion in SQL Server 2005 Books Online for more information.
If you're specifically talking about embedding the output of the viewers in BI Dev Studio /SQL Mgmt Studio into reporting services, see this thread: http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=369490&SiteID=1
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