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.