I suggest you start by using the SAS support website
http://support.sas.com/ documentation and supplemental conference and technical papers, which can help guide you to determine what SAS component/product you want to explore. I encourage you to take full advantage of the website's documentation, discussion forums, blogs, and other reference resources.
Here is a Google advanced search argument to use to get you started with some hits on the SAS website:
data step advanced programming site:sas.com
Scott Barry
SBBWorks, Inc.