In a DATA step, you would use the appropriate INFORMAT with either an INPUT statement or INPUT function to parse the character string to a SAS numeric variable that represents a "date" (important for choosing your INFORMAT).
Then you must convert the "date" variable to be a "datetime" variable likely using the DHMS function - my preference.
Here's a general example that reads a date character string in a particular input format, converting to a date, and then assigning a new variable as a datetime:
DATA _NULL_;
format mydate date9. ;
INPUT mydate yymmdd8.;
format mydatetime datetime21. ;
mydatetime = dhms(mydate,0,0,0);
putlog _all_;
datalines
20090101
run;
The SAS support
http://support.sas.com/ website has technical documentation and supplemental conference and sample papers on this type of topic - I have provided links below for reference.
Scott Barry
SBBWorks, Inc.
Dates, Times, and Intervals
About SAS Date, Time, and Datetime Values
http://support.sas.com/documentation/cdl/en/lrcon/61722/HTML/default/a002200738.htm
Reading Raw Data
http://support.sas.com/documentation/cdl/en/lrcon/61722/HTML/default/a001112330.htm
SAS 9.2 Language Reference: Dictionary - SAS INFORMATs and FORMATs are documented here:
http://support.sas.com/documentation/cdl/en/lrdict/61724/HTML/default/titlepage.htm