Simple. Many solutions. Here's two.
[pre]
filename x_in "X:\input_file.dat";
filename y_out "Y:\output_file.dat";
data process_stuff;
infile x_in;
file y_out;
input stuff;
/* process stuff */
put stuff;
run;
[/pre]
OR
[pre]
filename x_in "X:\..." ;
libname y_out "Y:\output_directory";
data y_out.processed_stuff;
infile x_in;
input stuff;
/* process stuff */
run;
quit;
[/pre]
Within EG, to do the second one, you simply add an "Assign library" task to the project that is done first, that creates the "y_out" library. Then within the appropriate processing task/node, you specify the output to go to that library.