This DATA step writes to the file that is referenced by REPORTS. The PUT statements create an H1 header in the HTML file.
data _null_;
   file reports;
   put '<h1>The preceding output is from PROC PRINT.';
   put 'I am going to try a variety of procedures.';
   put 'Let me know which procedure you prefer.';
   put 'By the way, this report uses the D3D style.</h1>';