Hello -
SAS Forecast Studio does not support a coding interface. You will have to write your SAS code using your favorite code editor in either SAS Studio, SAS Enterprise Guide, or Display Manager. There are ways to incorporate you models to SAS Forecast Studio, but I would not to understand better what you are trying to accomplish.
Very high level: PROC HPFDIAGNOSE will build statistical forecasting models for you - PROC HPFENGINE will execute them.
Thanks,
Udo