Q:

Save file to local folder from SAS server session

The SAS Enterprise Guide application runs here, on your desktop. The SAS Workspace session (which accesses data and cranks through your analysis) runs over there, on a remote machine. 
I find many blogs especially here which absolutelly solves my problem (http://blogs.sas.com/content/sasdummy/2012/12/06/copy-files-in-sas-eg/)
The question is where is this feature?(Copy files task) I know it s kind stupid put I spent lot of time trying to find the Task wizard like on the screen (http://blogs.sas.com/content/sasdummy/files/2012/12/copyfiles.png)
Thanks a lot!

A:

This is not a built-in feature of SAS EG. You need to download a file from the link in the blog and follow the setup instructions that are included with it.
Also, quoting the relevant bit of the documentation pdf, in case you've followed the setup steps without reading the rest of it:

When you restart SAS Enterprise Guide, the task will be located in
  Tools->Add-Ins->Copy files to/from SAS server.

