Using the SASHELP.CLASS data set, say you wonder if height and weight are correlated. One could expect that.
PROC CORR DATA = SASHELP.CLASS;
VAR WEIGHT HEIGHT;
RUN;
Then you get an output like this:
Pearson Correlation Coefficients, N = 19
Prob > |r| under H0: Rho=0
Weight Height
Weight 1.00000 0.87779
<.0001
Height 0.87779 1.00000
<.0001
That at the very least it's telling you that the (pearson) correlation is 0.88.
There is also plenty of documentation here:
Base SAS(R) 9.2 Procedures Guide: Statistical Procedures, Third Edition
Best of luck.