When you bring up the SAS System, the libref WORK is automatically associated with a temporary SAS data library. 'Temporary' means that the SAS data library (and all files in it) will disappear when your SAS session ends.
The WORK library is a convenient place for storing SAS files (data sets, catalogs, and so forth) that you want to use only in the current SAS session.
Note that entering or exiting SAS/LAB software does not affect the WORK library. The WORK library is available before, during, and after your work with SAS/LAB software, as long as you do not end your SAS session.