You need to have a library assigned before you can use it. Use the libname statement for this.
libname mylib "path_to_library";
mylib is the reference you will use later, path_to_library is the fully qualified path to the directory as defined in the filesystem.
Please post the whole log of the libname statement and the proc datasets. Copy/paste it into a window opened with the {i} button.
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Learn how use the CAT functions in SAS to join values from multiple variables into a single value.
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