Can you be more specific to your interest level for audit trail? File-level, column- or row-level, SAS variable attribute changes, SAS program impact changes? The SAS system does have some versioning, however much (or little) would need to be implemented through the SAS application itself, rather than expecting some action to occur with the SAS system. Any type of transaction management recovery or roll-back technique would need to be engineered within the SAS application.
You may find useful technical reference and supplemental conference papers on the topic, using the SEARCH facility or with a Google advanced search against the SAS.COM site.
certainly, integrity constraints can be added only after the data set exists. However, you can add to a preexisting data set with sql insert, append and data step modify, subjecting new rows to the integrity constraints.