The Run Statement tells SAS to run the previous statements( Ie. the just
compiled data step or procedure). It is a step boundary that says this
is the end of the step or procedure now go run the code. You dont have
to use the Run statement the start of another data step or procedure
will do the trick too. However using the Run statement will clean up
your log.
The Quit statement is also a Step boundary. A few Procs allow one to
run multiple steps within a procedure without having to end the
procedure. In these cases you specify a Run statement to end a step
with in that procedure and a Quit statement to end the procedure.
SQL is a bit of an odd ball as it requires a Quit statement but a Run
statement wil be ignored. This is due to the fact that it Executes each
statement automatically, so no need for a Run Group Processing but a
definite need for a Ending Step Boundary.