If you use the Enterprise Guide menu items such as File - Import Data (for external files) or File -Open - Data (for SAS data sets) then Enterprise Guide can access data on the local PC. If you are submitting code from Enterprise Guide to a remote SAS server, it's the same as submitting code directly in Base SAS on the server. The SAS server most likely is not aware of any drives on your local machine and needs to have access to the file location you specify in the code.
For example, SAS installed on a Unix server would know nothing about the C drive on your local machine. The path name to the files on the PC would need to be read through a third party product which would allow data to be accessed from the Windows drives via the Unix server (Samba or something like it). If you are connecting to a Windows server, than you or a systems admin can map a drive from the SAS server to your local PC.
In a nutshell, if you take Enterprise Guide out of the picture and submit your code directly on the SAS server, if the code works there, it will also work in Eguide.
Another option is to use the custom Copy Files task in Enterprise Guide. This task allows users to copy external files between the SAS server and the local PC. It is included in Eguide 7.13 and later (Tasks - Data - Copy Files), or is available as a custom task in Eguide 7.12 and earlier.
