You need to create your start, end, label, fmtname and type variables correctly as per the documentation and then use PROC FORMAT with CNTLIN. The example in the documentation seems well explained, is there some portion that needs more detail?
set have (
fmtname = "myfmt";
type = "C"; /* N for numeric */
hlo = "O";
/* add code for "other" values */
proc format cntlin=fmt_cntlin;
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