It should come as no surprise that SAS can be used in many different ways. I like to use SAS for data manipulation and statistical analysis. That is why I like the data step, the IML language along with a variety of statistical procedures. Therefore I use the data step and the IML procedure to say Hello World in the two most important places to retrieve information in SAS, namely the log and the Results Viewer.
First, I use a PUT statement in a data step to write the message in the log
data _null_; string = 'Hello World'; put string; run;
Then I use the IML language to print it in the Results Viewer.
proc iml; string = 'Hello World'; print string; quit;
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You can see the entire program here