First step: I would check C:\Program Files\SAS 9.2\SASFoundation\9.2 to see if SAS is installed. If you see sas.exe, double-click on it and make sure it successfully launches. You can just close out once you see the initial windows. If SAS doesn't launch, you'll probably need to get it reinstalled. If there's no folder mentioned above, it may be SAS was not installed correctly or it was installed in a non-default location (which is okay, but may requie a bit more sleuth work).
I went kind of fast through the connection profile stuff, sorry! If SAS is working as described above, go into Enterprise Guiden, select the Tools menu, and choose Options. On the left side of the screen is the selection pane. The very last item on the left should be Administration -- click on that. From the Administration selection, you should now see a Modify button in the upper-right of the screen, click that and it will allow you to modify the connection profile. From the Connection window, click on
from the list of profiles in the middle of the screen and click the Set Active button on the right, if possible. If SAS and EG are talking to each other (which they should be), that will do it.
You can access your site number from Enterprise Guide by selecting Help / About SAS Enterprise Guide. If the tricks above don't work, I would definitely recommend contacting Tech Support. You're welcome to call them if you'd like, and by phone they can always talk you through how to figure out your site number if needed.
http://support.sas.com/techsup/contact/