Thanks. I managed to do it:
libname sasfiles 'C:\Users\Joaquin\Desktop';
filename intrans 'C:\Users\Joaquin\Desktop\zipcode_q1_2005.cpt' ;
proc cimport infile=intrans library=sasfiles;
run;
proc export data=sasfiles.zipcode_q1_2005
outfile='C:\Users\Joaquin\Desktop\zipcode_q1_2005.csv'
dbms=csv
replace;
run;
Any suggestions to execute this block of code for each file in a directory?