Hello - straight from the SAS-hosted tech notes documentation at http://support.sas.com/ here is a document reference I found useful for your circumstances.
filename statment with pipe read zipped file on the fly ,without creat temp file/s.
'unzip -p /test/temp1.zip temp1.txt' is a linux command pipe contens of temp1.txt(zipped file ) in standart output (stdout)
you can write data step like your zipped file wasn't zipped 🙂