In Windows, you could treat your local pc as a network location. Of course this assumes that the shares are set up properly.
In a code window:
libname mylib '\\ipaddress of my local computer\sharename\';
To get the ip address,
-1) go to run
-2) type cmd
-3) type ipconfig
The share for your local drive is usually c$. But it could be different at your site.
WARNING! The server where SAS is installed may not have access/privilleges to your pc, so you may need to get your system admin folks to set up a share on your pc. You should set up a folder on your local machine just for SAS files and have the network admins share that out to you and the SAS server.
If you don't have SAS installed on your local PC, you can still access your local SAS data sets -- and you can move your remote SAS data sets to your local PC. You can accomplish this with the Upload Data/Download Data tasks, which you can download for Enterprise Guide 4.1 from: