I haven't worked with the IDM DW model since 2010. Back then, it was managed using a tool called M1, which could generate selected parts of the model as an ERwin file, which can be imported into PowerDesigner. That would be a viable approach if you want the LDM, or you can be certain that the tool was used to generate the database schema.
However, I'd guess that the M1 tool was NOT used to create the database schema, perhaps ERwin or IBM Infosphere data architect was used instead. Both tools allow you to create an ERwin file that can be imported by PowerDesigner.
You probably have access to a data model and a DW database. You should find it useful to import the LDM, reverse-engineer the PDM, and then use model generation to link them together with generation dependencies. This will be especially useful if the schema doesn't have any comments - you'll be able to see the descriptions for the attributes linked to the columns.