Hi,
You have 3 options (that I know of).
1. Download SAS ODBC drivers from:
Here and setup your DSN as per technote
TS626. Then configure the database in impromptu and whip up a catalog, make an IMR to get all the stuff you need, and use the IMR in transformer to build your cube straight off the SAS dataset.
2. Run some SAS code to spit the dataset out to a flat file (CSV perhaps) or something, and feed this straight into transformer.
3. Run some SAS code to push the data into a 3rd party DB like oracle or DB2 or something.
The first option isnt very portable, and a little clunky. The second option probably isnt very stable, and will probably chew up alota space replicating the data. The third is probably the most portable and stable, but will prolly require SAS/Access, and a DB of some sort.
Good luck!