Please construct full sentences to explain your question. Do you mean you have SAS Enterprise Guide and do not know if SAS IML is also licensed? You can run:
proc setinit; run;
This will tell you all the components you have licensed. If its not on that list then you need to speak with your IT to get it licensed via SAS representative.
Contact your SAS account manager. He/she will provide you with an expanded software order containing the necessary software and a temporary license for IML (the license for your other products will stay as-is).
You will automatically receive an upgrade to the latest version and maintenance level, so be prepared for some work unless you are already at 9.4M5.
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Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.
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