This link is in the IBM COBOL programming Guide - this direct link is for db2 considerations:http://publibz.boulder.ibm.com/cgi-bin/ ... y3pg20/3.2
Suggest you look around in this manual.
If db2 is installed on your system, there will already be standard compile/link jcl. You will use this to compile your code. There are probably other probrams already running on the system, so i would suggest getting a copy of a program that already uses db2 on that system.