If the data is not huge then copy and paste in the server list window.
Otherwise, you can use a staging area. Assign a network share on your local machine and reference it from a libname assigned to the server (usually SASMain) session e.g.
You can also use the Export as a Step menu item in Enterprise Guide 4.1. Select the data in your project, right-click, select Export as a Step in the Project.
Chris
SAS For Dummies 3rd Edition! Check out the new edition, covering SAS 9.4, SAS Viya, and all of the modern ways to use SAS!