If the data you want to work with is already a SAS dataset stored somewhere on your computer, then all you need to do to start working with your data is assign a library name to the location of the dataset. SAS libraries allow users to safely store things like data sets and user-defined formats so that they can be accessed without having to reload or re-read them from an external file every time SAS is started.
A SAS library is a folder located on a user's disk drive or on the internet that is specially designated for use by SAS.