you have 2 different ways for that.
1. using Noexec option 
2 using Validate option

Noexec option checks the all queries written in proc sql
step while Validate checks only single query.

syntex:
Proc sql noexec;
create table stu as
select name from student;

create table emp as
select empname from employee;
quit;

In this example noexec will check the syntex of both query.

proc sql;
validate
select * from emp;
validate
select * from stu;
quit;

In this validate will check each query individually.