Perhaps you could be more specific.
Running SAS in batch on Windows vs Unix is only different in the external references (LIBNAME, FILENAME, etc.). Running SAS interactively requires those changes as well as learning a new user interface (It's similar to the PC interface, but conforms to the Unix X-Windows standard.).
There are a few procedures that are different (they mostly have to do with using external files and databases) and that is where the Unix companion documentation is helpful.
SAS/Access to ODBC (to get to Microsoft SQL/Server) requires a third party product; add-ons can get expensive.