Once you have downloaded the zip file (say as foo.zip), you can use unzip -l foo to list the contents of the zip file:
Archive: foo.zip
Length Date Time Name
-------- ---- ---- ----
29 09-10-13 08:32 test.dat
37 03-04-14 13:04 xxx.lst
72949 11-14-12 14:39 wagner.log
-------- -------
73015 3 files
You can use a construct like this:
filename oscmd pipe "unzip -l foo"
data fileinfo;
infile oscmd truncover end=last;
format file_name $50. file_date date9. file_time time5.;
input;
if _n_ > 3 and not last and substr(_infile_,2,8) ne '--------';
file_date = input(substr(_infile_,12,8),mmddyy8.);
file_time = input(substr(_infile_,21,5),time5.);
file_name = substr(_infile_,29);
run;
unzip is a standard tool on UNIX systems.