In reply to Jeff K. Smith.

Jeff,

In this case you could simply use Sharepoint as a file system, referencing the data via UNC paths (\\myserver.sp.company.com\Documents\Data) just as you would with any SAS library.

Or, if you want to access the data files via HTTP, you can use PROC HTTP to "download" each file that you need into your SAS session. See this post about Dropbox (similar concept) here.