Simple answer is yes, I have done it many times both graphically (button on desktop app, as an add-in to SAS EG, as an add-in on Excel) as well as using cmd files. I would recommend not using cmd/bat files. They do work but I would focus on using PowerShell in Windows.
For a Windows app (UI), it is a lot easier to do this if you have SAS integration technology. Chris Hemendinger does a lot of blog posts on this area so look for his stuff.If you have SAS EG, Also, consider buying his book.
Personally, I stand it up using C#, mostly using web services but the techniques are the same regardless of whether you use VBA, C#, VB.NET, PowerShell, etc.
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