But I was not able to compile it.
Why not? This is just another form of saying "it doesn't work" - which is just a waste of space and time of the forum. If you don't post what the problem is, there is no way for us to help.
So I asked support people the cobol command to compile it, they said to download compilation jcl.
Utter nonsense. There is (should be) standard batch compile jcl on the system. This should be used - not something snagged from the internet.
Have you ever written a batch cobol program to be run on your system? If yes, use that compile jcl.