You can get this done in 2 ways.. migrate all your data in ECC first and then extract to BW or migrate directly to BW. It depends on situations to situations. If the leagce data is already summarized to alevel that suits the reporting, go for BW. However, if the legacy data is at a granular level and needs some trasnformation/business logic/aggregation, then load them in ECC first and extract to BW.
Rgds..
Shambhu