The CONTAINS operator can be used to look for a user-specified string in a character variable.

Like the LIKE operator, the CONTAINS operator is case-sensitive, and can only be used within a WHERE clause.

While the CONTAINS operator is similar to the INDEX function, it returns a Boolean value rather than the position of the character string.

The two steps below are equivalent.

The CONTAINS keyword can be replaced with the shortcut ? (question mark). 

data CHECK;
  set SASHELP.ZIPCODE(where=(COUNTYNM contains 'z'));
run;

proc sql;
  create table CHECK as
  select * 
  from SASHELP.ZIPCODE
  where COUNTYNM ? 'z';
quit;

 See the documentation for more information on the WHERE operators.

Thanks to Otterm1 for sharing this tip on sasCommunity.org.