This video describes how SAS processes a data step. It is important to understand that SAS accesses one observation at a time and processes each observation in a temporary location called the program data vector (PDV). This creates certain constraints that have to be taken into account when programming in SAS. If you don't understand the PDV and SAS' built-in loop, then you probably won't understand the purpose or motivation behind some SAS programming statements and techniques.
This video covers essential course content, so you should definitely watch it.