Hi:
Are you using SAS University Edition in a Virtual Machine? If so, please revisit the setup instructions for your hosting software -- this would be either VirtualBox or VMWare Player. The last step of configuring your Virtual Machine hosting software is setting up your shared folder location in the Manage Window.
This troubleshooting document may help you:
https://support.sas.com/software/products/university-edition/faq/shared_folder_whatis.htm One other possibility occurs to me. Instead of My Folders in SAS Studio you might see "Files (Home)" as the top node in SAS Studio under Server Files and Folders. If you see "Files (Home)" instead of My Folders, then you are using SAS OnDemand for Academics. There are different instructions for accessing and using SAS Studio with the OnDemand server.
More context for your question would be useful: Are you using Virtual Box or VMWare Player? Or, did you get a SAS OnDemand for Academics Account? Are you following instructions that tell you you should have a "my folder"? If you are using SAS University Edition in a Virtual Machine, did you make a SASUniversityEdition folder with a myfolders subfolder under that location? If so, did you define this location as your shared folder location in the hosting software?
I hope some of these comments point you in the right direction.
Cynthia