NHANES data is saved in a SAS transport file (.xpt) created by the XPORT engine. You will use the XPORT engine and proc copy to extract the datasets from the SAS transport file.
To extract the file, you assign a libname to the transport file and another to the location where you want the permanent data file to be. Include the xport statement in the transport file libname line. Then, use proc copy to copy the transport file's libname in and the permanent dataset's libname out.
After you've submitted the program and it has completed, check your library (if you followed Task 1 it would be C:/NHANES/DATA) and see that the dataset is now in your library.
For Stata, you will use the fdause command to read or import files in SAS XPORT format (.xpt) into Stata. You will then use the save command to save the Stata dataset permanently.
After you've submitted the program and it has completed, check your directory (if you followed Task 1 it would be C:/NHANES/DATA) and see that the dataset is there.