As is the case with any CALL, if your remotely CALLed program encounters an exception, the program terminates unless you use the "on exception" phrase. You could then use the C$CALLERR routine to find out what went wrong. If an ERRCODE of "25" is returned, it means that the AcuConnect server is not running.
For more information on the "on exception" phrase or the C$CALLERR library routine, see your ACUCOBOL-GT documentation set.