Hi - SAS Data Management Studio/Server almost always come bundled in a larger offering like SAS Data Management Standard/Advanced. Typically you need to have a plan file available for the SAS installer to use. The plan file describes where (and in what order) various components are deployed in your IT environment.
I suggest you contact your SAS consultant or SAS technical support for additional information on installing SAS data management software. Also explore the documentation for SAS data management offerings for assistance.
Ron