SAS does support integrity constraints but they do not come along with the data when you create a data set from an Oracle table. They must be recreated using PROC DATASETS. Here's a link to Mike Raithel's 2011 SGF paper. It's a .pdf so just search on 'constraint'. http://support.sas.com/resources/papers/proceedings11/274-2011.pdf
If the primary key and foreign key physically exist as fields in an Oracle table I don't know of any reason why they wouldn't be in the SAS data set, but there won't be anything other than the variable name to indicate that they are the PK and FK.
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