Use the put statements. For example,
data storm_complete;
set pg2.storm_summary_small(obs=5);
putlog "Putlog after set statement";
put _all_;
run;
produces the following in the log
Putlog after set statement
Name= Basin=na MaxWind=35 StartDate=17JUL1980 EndDate=18NOV1980 _ERROR_=0 _N_=1
Putlog after set statement
Name= Basin=SP MaxWind=. StartDate=27MAR1980 EndDate=30MAR1980 _ERROR_=0 _N_=2
Putlog after set statement
Name=AGATHA Basin=EP MaxWind=115 StartDate=09JUN1980 EndDate=15JUN1980 _ERROR_=0 _N_=3
Putlog after set statement
Name=ALBINE Basin=SI MaxWind=. StartDate=27NOV1979 EndDate=06DEC1979 _ERROR_=0 _N_=4
Putlog after set statement
Name=ALEX Basin=WP MaxWind=40 StartDate=09OCT1980 EndDate=14OCT1980 _ERROR_=0 _N_=5