Hi Nitesh,
I am just wondering how will CDC be used in your case. I assume that source and target system data might not be the same if there are any transformations done while moving data to BW.
Any reason why you want to use CDC? is it to check the correctness of data between SF and BW?
As such I am not aware of the CDC solution for SF but here is bit of info about the SAP CDC tool that might help.
Here is the wiki in construction for CDC:
http://wiki.scn.sap.com/wiki/display/SM/Cross+Database+Comparison
Refer to the Q&A Doc which has answer to your question in general:
Can CDC support a comparison between a source system and BW data? No native BW access (e.g. via MDX) is supported. Nevertheless, a comparison with BW systems is possible in many cases due to the fact that the data is stored in normal database tables. The table names for a BW object are defined using a standard naming convention so you can include these in the data model. In addition, you should use the source type ABAP to implement any needed enhancements like aggregation of certain data.
Thanks,
Rajeev