You are a fresh SAS user, I suggest you progress one step at a time. I would try to learn how to write plain SAS code as the first step, then I will learn how to delivery it (Macro). As a rule of thumb, advoid mixing SAS code and Macro like you did. Here, when I say 'wrap my code', I mean 'wrap my code' as is, not 'modify my code then wrap it' :),
%MACRO check_upcase;
data _null_;
set sashelp.vcolumn;
WHERE memname EQ 'ADAE' AND libname EQ 'DERIVED';
IF upcase(name)NE name
then put "WARNING: Please check the dataset check_upcase. Some variable its not UPCASE."; run;
%MEND check_upcase;
%check_upcase;
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