Assign the libref and set the graphics environment. OFFSHADOW= defines the depth of the block around the legend box. The positive values position the shadow above and to the right of the legend. 
libname reflib 'SAS-data-library';
goptions reset=global gunit=pct border cback=white
         colors=(black red green blue) ftitle=swissb
         ftext=swiss htitle=6 htext=4
         offshadow=(1.5,1.5);