You have some options depending on preference mostly:
1) DATA step: MERGE on common-sorted files.
2) PROC SQL: JOIN to combine tables on comon variable list.
3) PROC FORMAT and DATA step using a PUT function to perform the look-up.
Recommend some DOC review on the above, and likely, check the SAS Support website at
http://support.sas.com/ for SAS coding samples and examples in SAS SUGI/SGF technical conference papers.
Another option is a
http://Google.com/ advanced such as:
+lookup +example site:sas.com
Scott Barry
SBBWorks, Inc.