I can give you some general comments on connecting to an ODBC source.
1. Assuming that SAS is running on your PC
i) Ensure that the ODBC connection software for obiee is installed on your PC (when you create a new ODBC data source, you should see your obiee as one of the options).
ii) Create a new data source for your obiee data using the Windows odbc facility.
iii) In SAS, connect to your new data source using a LIBNAME statement. Documentation for this is under SAS/Access.
If it works, great. If it doesn't, I suggest trying to connect to your ODBC data from another product, like Excel or Access, to see if the problem is with the ODBC or with SAS.
2. If you're running SAS on a server
Same process, except that you'll have to install the ODBC data source on your server. This may involve you doing a remote desktop connection to your server, or getting your server admin. to do it. The rest of the steps are the same.
Good luck!
Tom