If it is an "external" file (not a SAS file), use the FILENAME statement, presuming you have READ-access. Or if it is a SAS file / database, use the LIBNAME statement. Then in your SAS DATA / PROC step, you would refer to either the or , depending on the file / data type.
Suggest reviewing the SAS Language Dictionary on FILENAME / LIBNAME statements, and also refer to the SAS "companion" guide for your OS. These documents are accessible from the SAS.COM Support website.
Scott Barry
SBBWorks, Inc.