BI Documenter: SSRS Data Sets -> create a link to shared data set (if shared data set used)
SSRS Data sets: if data set reffers to "shared data set" -> no link or information is available in BI Documenter output.
Currently no shared data sets are included into documentation. Even query type is not defined (shows as non-MDX) if shared data set used.
I believe this has been addressed in DOC xPress. You can find more information about DOC xPress here: http://pragmaticworks.com/Products/DOC-xPress