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Is it possible to connect to a SQL Server via SAS without using ODBC? The reason I do not want to use ODBC is that I heard it slows processing time.
If the answer is yes can you give a code example of how to do it?
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Don't believe everything you hear.
Yes it can be slow if used incorrectly. But if used correctly you shouldn't have any speed issues. Also keep in mind there are two ways to 'connect' to SQL server using ODBC. The first is to create an ODBC libname, the second is to use ODBC passthrough. They both have their own advantages/disadvantages.
Try them both and then make your own decision as to performance, and what works best for you.