Code isn't stored on the server. EG code is stored in the folders specfied by the user. EG has an AUTOSAVE feature.and will normally prompt you if there are any unsaved programs it is able to recover the next time you start it. You can check to see if Auto Recovery is enabled under Tools / Options:
Also you can navigate to the folder defined in the above screen and see if any SAS programs are saved. I just checked and it has saved the one program I haven't currently saved called Program. Note unsaved programs show in EG with an asterisk in front of the name.