Actually, there is a special task for this. It's the Download Data Set from Server task, in the Tasks->Data area (or use task browser to search "Download". It will copy any data set (even from a database) and download into a local SAS7BDAT file. You can then assign a library in your Local server to read it.
There is an Upload Data Set from PC task too, which copies a SAS7BDAT file from your PC to any library on your remote server.
Chris
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