Are you selecting File > Import Data and then working through there using a database as a source?
As one of the final steps it will ask if you want to save the code as Proc Import. Do that and post it here.
Should look something like
PROC IMPORT OUT= WORK.name_you_select
DATATABLE= "name of the table being imported"
DBMS=ACCESS REPLACE;
DATABASE="J:\Drive D\source path to file\some database.mdb";
SCANMEMO=YES;
USEDATE=NO;
SCANTIME=YES;
RUN;