Not only for PROC INOMAP, this generally happens when the path doesn't exist, or maybe you lack credentials.
If you are using a SAS client, e.g., Enterprise Guide, be aware that the statement executes on SAS compute (workspace) server, and any drives (E:) must be configured at system startup.
For information of the infomap use the LIST statement.
SAS Help Center: Syntax: PROC INFOMAPS LIST Statement
Output goes to the log, which you can redirect using PROC PRINTTO.
... View more