Hi lally,
Are you doing the consolidation in AX or in Management Reporter?
What are you interested in exactly? (seeing the elimination postings or seeing the balances/transactions from the individual companies?)
Both can be retrieved by setting up a MR report that makes use of a reporting tree and links the different reporting tree elements to your different companies.
Tipp: Have a look at the default reporting tree definitions to get an idea how the MR report needs to be setup.
All the best,
Ludwig