WHERE statement logic is outsourced to the data engine being used to read the data (and the data engine is specified in the LIBNAME statement). If you can't specify a LIBNAME for the data, then there is no engine to perform the outsourced filtering.
But you CAN use a subsetting IF statement, because it is not outsourced.
data want;
input x y code :$1.;
if code='A';
datalines;
11 12 X
21 22 A
31 32 A
41 42 B
run;
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