EG uses the MS Jet engine to read Excel files on the local Windows file system and SAS/Access to PC File Formats (I think) on the server file system. Generally, it works fine but, obviously, this can lead to inconsistancies if a spreadsheet is moved.
For SAS datasets, assuming your server runs some MS flavour, then follow the other posters advice and use UNC addressing: libname pclib "\\pcnetworkaddress\C$\myproject\sasdata" . For Unix servers, you will need NFS (e.g Samba) configured or you will have to copy SAS files manually. Be careful if you copy files to 64-bit Unix. CEDA may take care of the translation but you need to check large files (>10Gb) carefully.
UNC addresses are also good for text files but you could also consider filename ftp.
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