I found this script to work:
From JSL window:
sas connect("", connect libraries(1));
current sas connection()
sas assign lib refs("canada","C:\Users\lnitz\NewDownloads\2016_Ind_98M0001X")
sas get lib refs();
*sas options fmtsearch=(Canada work library); /* stop before this line */
sas import data("Canada","pumf2016",convertcustomformats(1))
Submit the "sas options line, starting with 'opltions' to the SAS program window. Then come back and run the import line. The target file was already created in the Canada directory. Most of the grief of the procedure was due to dozens of error calls that 127.0.0.1 could not be found, did not have SAS, or that the machine name was wrong. By giving no machine name in the connect statement, the procedure ran. I suspect that there may be something wrong with my installation, but the error call for 127.0.0.1 is very common, so it may not just be my machine.