You may have a data set name SASHELP.ZIPCODE in your install.
Unfortunately I don't think there is any way to determine which Zip code may be at the "center" of a city.
Zip code boundary files are pretty flaky for most of western states in areas with low population density so I suspect you won't actually use a by Zip code head map. A more likely approach would be by COUNTY, which you can get from Zip code values.
Some Zip codes do represent single buildings or in the case of sufficient mail traffic may only represent part of a building.
If not you can navigate to http://support.sas.com/rnd/datavisualization/mapsonline/html/misc.html and download the latest version.