Trying to read between the lines, did you mean to say something like this:
SELECT <logical-file> ASSIGN TO <physical-file>.
when you mentions "logical" & "physical" in your post.
But if so, this
I created a logical file with a key but it won't let me compile because I don't have authority to the physical file.
from your post does not make any sense in COBOL world. When COBOL program is complied, the existence of Physical-file does not even matter, let alone the authority to edit it! So the question remains -- what is that you are asking, to start with?