I have implemented the webpart for SharePoint in our agency and it took awhile to get it working. Make sure you installed the WCF web service and make sure you can call it using http://yourSASApplicationServer/SASWebPartsServices and this is what it looks like
There are limitations on what you can do with the webpart as we scratched the whole project and went with Information Delivery Portal. You can do a lot more with Dashboards and Webreports and Stored processes than you can do with the Sharepoinit Webpart for SAS.
* Also you can you use this link for diagnostics once you have everything working and your webpart is installed in your site collection.
The aspx will help you determine where you went wrong and of course looking at your IIS log files on SharePoint and your log files for the web application itself where the webpart needs to be activated.
Here is a shot of what a successful Diagnostics look like.