The SAS interface for z/OS and TSO (or batch) is discussed in the SAS Companion for z/OS. You will want to contact your SAS admin for the z/OS (IBM mainframe) environment to determine how you access SAS under TSO.
More specific to your Unix/TSO question, the SAS z/OS interfaces can access Unix System Services (USS) file structures (HFS, zFS libraries), but SAS itself does not have an interactive facility that runs under USS -- you must use SAS either in a batch job or from your TSO session.
Also, there are SAS technical (conference) papers available at the SAS support website
http://support.sas.com/ for review -- here is one on this topic, found with the search facility at the support website (FYI - the OS/390 operating system preceded the z/OS operating system -- you may see both of these referenced):
TAKING ADVANTAGE OF THE SAS® SYSTEM ON THE OS/390 PLATFORM
http://www.sas.com/partners/directory/ibm/os390.pdf
Scott Barry
SBBWorks, Inc.