As you have learned, you can access data that is stored in SAS libraries. The Sashelp library is defined by SAS to point to sample data. If you have data in a permanent library on a SAS server or in a SAS folder, you can use the Data Explorer to examine your data before you decide whether to add the data set to your project.
In the Data Explorer, you can create different views of the data by selecting columns, creating filters, and specifying a sort order. If you create a view that you would like to save, you can add it to your project. You can also use the Quick Stats feature to quickly generate basic graphs and statistics for each column in your data.