SAS Access to SAP R/3 is the underlying solution for access to both SAP R/3 and SAP BW. If you only want access to BW, then the required SAP transports and configuration need only be done on the BW instance.
Hopefully, you also have SAS Data Integration Studio working in your environment. While it may be technically possible to draw data from a BW object (Infocube, etc) without it, it is likely to be exceedingly challenging task. Once the Access engine is properly installed, SAP BW instance properly configured, and BW metadata successfully accessed from SAS Management Console, extracting data from a BW cube is really straightforward and simple.
Additionally, here is a link to the post install configuration instructions for SAS/ACCESS for R/3.
SAS/ACCESS for R/3 Post install configuration instructions
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