See here:
http://documentation.sas.com/?docsetId=biig&docsetTarget=biigwhatsnew94.htm&docsetVersion=9.4&locale=en
The navigation pane to the left leads to (mostly) everything you need to know.
Mind that installing a full-blown SAS server environment is not for the faint of heart. The pure amount of documentation available tells you something about the complexity of your task.
On top of that, you're doing it on the worst "server" platform available, so you also have to deal with Windows idiosyncrasies, a task that would make a genetic splice of Hercules and Alexander the Great wither away in horror.
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