Lani,
One of the challenges for a learner is that SAS keywords are context sensitive. Because of that context sensitivity, I think, I've never seen a general keyword list. This allows for flexible programming, but can also lead to confusing code, particularly for a newbie. For instance,
DATA data.data;
is a legitimate SAS statement with one keyword and one (compound) argument. But please don't write code like that, it can be really hard to untangle when there is a problem.
One of the better ways to find out about keywords in SAS is to go to support.sas.com and enter "keyword YourSpecificKeyword" into the search box. It doesn't always work, but it has a lot more "hits" than "misses."