The SAS code you write will be the same on the Mainframe when compared to SAS studio, for an introductory course such as the one you are attempting.
Any differences in more advanced work requiring knowledge of EBCDIC (Mainframe) vs ASCII (non-Mainframe) will be something you can look up when you become more experienced.
How to submit the code might be a bit different, but that only needs to be learnt once, the SAS syntax is the important thing at this stage, which is the same across platforms.
Amir.