SAS/Studio itself cannot run any operating system commands. It is the front end that you interact with to submit SAS code. Now the SAS code you submit using SAS/Studio can run operating system commands (as long as that has not been prevented by the administrator). Those command will obviously run on the machine where SAS itself is running. That might machine most likely is not the machine where you are running the browser you are using to interact with SAS/Studio.
If you want to run a command on another server you could try using the ssh command.
So if you are trying use X, SYSTEM or PIPE to run a command link:
kill 1234
Then to run that command on a server named fred.mycompany.com you would instead run the command
ssh fred.mycompany.com kill 1234