Hi:
Your best bet for help is to contact Tech Support. When you say you want to access data on the web, you could mean a variety of different things. There is a URL filename engine, which would let you read a basic table from a web page -- but most web pages these days are not ONLY tables -- they contain graphics and navigation in PHP or JavaScript that make it difficult to use the URL filename engine.
You may mean that you have data on a web server machine and you need to figure out how to specify the FILENAME location or you may mean that you are using the SAS Enterprise Intelligence Platform and you want to access data through Web Report Studio.
Tech Support is your best bet for help in this regard. You can contact SAS Technical Support, by visiting
http://support.sas.com and in the left hand navigation pane, look for the link entitled, "Submit a Problem".
cynthia