The important question for you to answer is: what code did you execution and from what source was it obtained (URL, book, otherwise?).
And, if you have a defined LIBNAME in your sample code, and it refers to an existing SAS data-library, then it's likely you need to obtain the sample data.
It remains unclear exactly what "Certification Book!" you reference in your post/reply. So, here's a Google advanced search argument, this topic / post - mostly to help with guidance for possible SAS.COM support site links - i
It says it comes with a CD-ROM containing the data. It's possible the data might also be samples that are included with SAS. To set up practice data in SAS, select Help->Learning SAS Programming from the menu. When the SAS Online Training Sample Data window appears, click OK to create sample data.