3 years late on my answer 😉
But thought I'd add some info, in case others are searching the forums looking for answers to similar questions...
If you have a SAS/Graph license, you are entitled to the maps. If the maps are installed on your system, they should be in the "maps" library. You could try "proc contents data=maps.us; run;" to see if they are there.
In older versions of SAS, you were asked whether or not you wanted to install the maps (to save space). Also, in much-older SAS installs, I have seen a few instances where the map data sets were left in a compressed state - compressed in the operating-system sense of the word, not just a SAS-compressed data set (I've seen this situation in the SAS 6.09 installs at NCSU)... in which case they would need to be uncompressed via operating system commands (such as 'uncompress maps.ssd01.Z' on Unix) before using them.
But in recent releases of SAS, now that disk space is cheap & plentiful, the maps are installed by default with SAS/Graph, and should be ready to go. (I'm not sure if there's any caveat/difference with EG installs.)
There is also the possibility that whoever did your SAS install might have deleted the maps if they thought nobody was using them, to save space (such as, if an IT department does mass-installs on many computers, in a University setting, or such).