However, I've got this problem: I'd like to represent the number as it would appear with a commax value (so it'd be shown like 200.000 and not as 200,000...in Italy we use a different format )
I didn't find any hint on how to do it...
You have SAS-standard NLS (National Language Support) formats which address the decimal/comma consideration. You will need to look in the SAS National Language Support (NLS): Reference Guide for details, however I provided a DOC link below which mentions them.
Or, the PICTURE statement you have shown can also be changed from a comma to a period.