Data Services Knowledge Base

Yes, it can. Here's code drawn from the SAS knowledgebase:

/******************************************************/
/* The syntax parameters for wzunzip are: /
/ /
/ specify the location of the downloaded add-on /
/ -o = overwrite existing file /
/ -c = display contents of file to screen /
/ name of zip file /
/ name of file inside of zip to be read /
/ /
/ Note the contents of the zipped file are read /
/ directly, no extraction is performed. /
/*****************************************************/

filename foo pipe '"c:\program files\winzip\wzunzip.exe"
-o -c c:\sample015841data.zip testfile.txt';

/* The zip file, sample015841data.zip, is flat file created /
/ from PROC Export and SASHELP.CLASS. */

data test;
/* Use FIRSTOBS= to skip the first 8 records related to zip /
/ information, and the 9th record which contains a header /
/ record of variable names from SASHELP.CLASS. */
infile foo firstobs=10 truncover dsd;
input name :$9. sex :$1. age height weight;
run;

proc print;
run;