Hello,
A SAS Enterprise Miner license is required to run the NEURAL procedure.
See this post: Solved: PROC NEURAL - SAS Support Communities
But you can directly call High-Performance Data Mining procedures such as HPNEURAL.
Also, in Proc IML you typically manipulate matrices in memory but when you are done,
you can save this matrix to a good old SAS data set. After you can use this SAS data set in Procedures, like HPNEURAL.
In Proc IML, you can use the CREATE and APPEND statements to write to SAS data set from a matrix that is in memory.
See this post: Writing data from a matrix to a SAS data set - The DO Loop
I hope this helps!
Sylvain