Depends on context, but usually "PROC step" refers to any SAS procedure step.
Sometimes people compare PROC SQL vs DATA step for data management tasks. But that can be a little narrow, as really you have PROC MEANS/SUMMARY for summarization, TRANSPOSE for "flipping" rows/columns, FREQ for counting, etc -- it's a larger suite of procedures to accomplish data-related goals.
Ready to join fellow brilliant minds for the SAS Hackathon?
Build your skills. Make connections. Enjoy creative freedom. Maybe change the world. Registration is now open through August 30th. Visit the SAS Hackathon homepage.