You can do this today from within your BW system - see SAP BusinessObjects Analysis Office 1.3 - Launcher (document/query/view) from backend
But what about your ERP system? Starting with enhancement package 5, there is a BW inside your ERP system. This example is based on an enhancement package 7 system. Below are the steps:
Step 1: Launch transaction RAOOE inside your ERP system
Step 2: Enter a BEx Query (note the BI content must be activated from within your ERP system)
Step 3: Enter the prompts, click OK
Step 4: Review Result
Also see this video below: