SAS/AF, among other things, provides the ability for you to edit and compile SCL (and FRAMEs etc). Once compiled with SAS/AF you can then run them without needing SAS/AF.
Taking a step back, can you provide a bit more background on why you want SCL and the sort of applications you want to use it for. The reason I ask is that there may be other (possibly better) options for you than SCL. Don't get me wrong I am/was a big fan of SCL. I used it heavily for several years, both for batch type applications and desktop applications. SCL lists were very flexible and things like the class class and per-instance methods allowed you to do some amazing things. Having said that, I haven't needed to use SCL for a very long time now. Primarily because there are now open interfaces to SAS that allow you to develop custom applications using things like Java and .NET. Whilst you could do a great deal with FRAME & SCL based apps, they never quite had the feel of a native app - they were always a bit quirky. There were also licensing ramifications to SAS/AF app deployment, as each workstation where the app was installed required a minimum of at least Base SAS, together with any other products the app utilized. Java and .NET apps could be deployed on as many workstations as you liked - they just connected to a suitably licensed and sized SAS server installation.
As a consultant, if someone asked me to develop an SCL application for them today, I would first suggest they try existing SAS applications first (WRS, EG, Portal, Dashboard etc). If those packaged apps didn't provide for their requirements my next suggestion would be to use SAS stored processes accessed via the web, AMO or EG. If that still didn't fit the bill and they needed a native style client app my next suggestion would be custom Java or .NET based interfaces. I'd suggest the options in that order because the latter items would require more development time, more unique skill sets and more ongoing maintenance as SAS versions evolve. I'd only suggest SCL these days for things that could not be accomplished by any of these other means, mainly because there are fewer people with SCL skills around these days and I imagine there will be even fewer in the years to come. Maintaining SCL based apps into the future could therefore involve rare and expensive consultants. 
I notice you mentioned you don't have an installation that includes things like Web Report Studio, Portal, Metadata Server, Stored Process Server, etc. That would rule out some of the options above. You do mention you have SAS Enterprise Guide though, so one of your available options could be to write .NET custom tasks to add additional custom features to EG. Not knowing exactly what your requirements are I can't say for sure if that would be suitable for you, but it is definitely worth a look. Chris Hemedinger recently released a book Custom Tasks for SAS® Enterprise Guide® Using Microsoft .NET on this very topic. It's well worth a read - I used it to build a custom task of my own.
I hope this helps.