Note that you will have to create the SAS/GIS map of the area you wish to geocode within. The above manual also discusses how to import spatial data into SAS/GIS data sets. For geocoding you will likely wish to use free TIGER/Line data from the Census bureau. SAS Technical Support can assist with the details of that process if necessary.
But, before embarking on that process, please be aware that the SAS/GIS batch geocoder has been supplanted by the Geocode Procedure which is part of SAS/GRAPH. If you have SAS/GIS, then you will also have SAS/GRAPH at your site. The Global Forum presentation PROC GEOCODE: Finding Locations Outside the U.S. provides an overview of its capabilities. The Geocode Procedure is the recommended geocoder for SAS users as it is actively being supported. SAS/GIS has been a legacy product for several releases and is no longer being updated.
You also asked about installing SAS/GIs on a Windows Server 2008 machine. Just go through the normal SAS install process and select the SAS/GIS product to include it. If it is not one of the available products, it may not be licensed at your site. Tech Support or your SAS site rep should be able to determine its status.