The programming language in SAS/IML Studio, which is called IMLPlus, is an enhanced version of the SAS/IML programming language. The "Plus" part of the name refers to new features that extend the SAS/IML language, including the ability to create and manipulate statistical graphics and to call SAS procedures.
You can write programs in IMLPlus to perform analyses not included in SAS/IML Studio. The analyses can be quite complex. In fact, when you use the SAS/IML Studio GUI to select an analysis from the menu, SAS/IML Studio actually calls an IMLPlus program, so you have already seen examples of what you can accomplish by running IMLPlus programs.