PROC ANOVA can handle one-way ANOVA models and multi-way ANOVAs with balanced data. It should not be used to fit and make inference from unbalanced multi-way ANOVA models. In this video we introduce PROC ANOVA and illustrate how to use it to conduct a one-way analysis of variance, test the homogeneity of error variance assumption, and conduct pairwise comparisons of means with adjustment for the multiple comparison problem.
PROC GLM subsumes the capabilities of PROC ANOVA and I recommend it for routine use when fitting ANOVA models. However, the syntax and output of PROCs ANOVA and GLM are quite similar, so even if you choose to use PROC GLM instead of PROC ANOVA (which I recommend), viewing this video will be helpful because it, in effect, provides an introduction to both PROCs.