To get to what you have just described, you have prepared a job with statements like this -
//A EXEC PGM=IEHLIST
//SYSPRINT DD SYSOUT=*
//AVOL DD DISP=OLD,UNIT=SYSALLDA,VOL=SER=AVOL
//SYSIN DD *
The JCL DD statement with DD name SYSPRINT specifies a data set - in this case a SYSOUT data set you are reading using SDSF. You can change the DD statement to specify a "regular" data set of your choice. The JCL reference manual for the z/OS release you are running will have more details.
The purpose of this forum is to answer relatively simple queries; people like me are not here to provide tutorials or write your code or JCL for you. In any event, no one capable of responding to your query knows details about your installation; we cannot write the DD statement for you.
Just out of curiosity, what do you propose doing with this data set? In my opinion, the VTOC listing provided by IEHLIST is rather limited; the list in a 2014 version of IEHLIST is hardly better than in 1968 when I might have asked a similar question had forums like this existed then.
In any event, the Dslist utility in ISPF will provide more usable information than IEHLIST.