George: The book you want is the Platform Administration guide. It is in PDF format.
http://support.sas.com/documentation/configuration/bicag.pdf
Search for the string "SASFormats" in the PDF file. You should find some hits that explain that there is generally one place that is automatically searched for formats and it is in this path on the server:
[pre]
SAS-config-dir/Lev1/SASMain/SASEnvironment/SASFormats
[/pre]
If you write your formats to this directory, they will automatically be found and you do not need a FMTSEARCH option in your code. However, if you put your format catalog in a different place, then the Administration Guide explains about using FMTSEARCH.
cynthia